+432.9%
SNXX vs CNH
+34.1%
+398.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.0% | +19.3% | +21.3% |
| 7D | +34.9% | +23.3% | +11.6% | +21.9% |
| 30D | +52.5% | +33.5% | +19.1% | +31.4% |
| 3M | -41.3% | +32.7% | -74.1% | -49.3% |
| 6M | +293.8% | +22.2% | +271.6% | +243.3% |
| All | +432.9% | +34.1% | +398.8% | +441.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling