+194.8%
SNXX vs COST
-8.9%
+203.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.3% | -5.8% |
| 7D | -12.0% | -1.2% | -10.8% | -16.8% |
| 30D | +37.9% | -4.7% | +42.7% | +10.9% |
| 3M | -52.7% | -7.1% | -45.5% | -54.6% |
| 6M | +194.8% | -8.5% | +203.3% | +202.4% |
| All | +194.8% | -8.9% | +203.7% | +202.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling