+433.2%
SNXX vs CP
+26.4%
+406.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | -0.1% |
| 7D | +26.7% | +2.4% | +24.3% | +27.7% |
| 30D | +90.7% | -0.5% | +91.2% | +91.1% |
| 3M | -30.9% | +1.4% | -32.3% | -31.0% |
| 6M | +409.9% | +10.3% | +399.6% | +395.4% |
| All | +433.2% | +26.4% | +406.9% | +738.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling