+66.7%
SNXX vs CP
+31.2%
+35.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.5% | -19.2% | -13.0% |
| 7D | -47.8% | +5.6% | -53.4% | -45.1% |
| 30D | -66.0% | +10.0% | -76.1% | -63.4% |
| 3M | -57.5% | +4.4% | -61.9% | -54.4% |
| 6M | -66.7% | +14.1% | -80.8% | -64.5% |
| All | +66.7% | +31.2% | +35.5% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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