+368.8%
SNXX vs CP
+23.7%
+345.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.5% | -6.9% |
| 7D | -12.0% | -2.6% | -9.5% | -12.8% |
| 30D | +37.9% | -3.7% | +41.7% | +36.5% |
| 3M | -52.7% | +0.1% | -52.8% | -53.0% |
| 6M | +194.8% | +7.8% | +186.9% | +184.9% |
| All | +368.8% | +23.7% | +345.0% | +632.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling