+368.8%
SNXX vs COR
-8.4%
+377.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -6.9% |
| 7D | -12.0% | -2.8% | -9.2% | -13.7% |
| 30D | +37.9% | +2.6% | +35.4% | +40.8% |
| 3M | -52.7% | +14.5% | -67.1% | -51.3% |
| 6M | +194.8% | -7.8% | +202.6% | +286.7% |
| All | +368.8% | -8.4% | +377.2% | +545.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling