+194.8%
SNXX vs COF
+13.2%
+181.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.6% | -7.5% |
| 7D | -12.0% | -5.1% | -6.9% | -8.7% |
| 30D | +37.9% | -6.0% | +44.0% | +43.7% |
| 3M | -52.7% | +14.8% | -67.5% | -58.7% |
| 6M | +194.8% | +15.3% | +179.5% | +124.6% |
| All | +194.8% | +13.2% | +181.6% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 6mo: compounded portfolio wealth divided by compounded COF 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…
6mo analysis · Full analysis span regression · 6 months rolling