+432.9%
SNXX vs COST
-5.9%
+438.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +19.9% |
| 7D | +34.9% | -3.1% | +38.0% | +22.3% |
| 30D | +52.5% | -2.8% | +55.3% | +41.3% |
| 3M | -41.3% | -5.7% | -35.7% | -39.2% |
| 6M | +293.8% | -8.8% | +302.5% | +307.4% |
| All | +432.9% | -5.9% | +438.8% | +397.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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