+432.9%
SNXX vs COR
-5.7%
+438.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.9% | +25.2% | +22.1% |
| 7D | +34.9% | +2.8% | +32.1% | +37.5% |
| 30D | +52.5% | +4.5% | +48.0% | +58.4% |
| 3M | -41.3% | +22.7% | -64.0% | -40.0% |
| 6M | +293.8% | -9.7% | +303.5% | +475.6% |
| All | +432.9% | -5.7% | +438.7% | +648.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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