+432.9%
SNXX vs CRH
-22.9%
+455.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.4% | +21.0% | +21.4% |
| 7D | +34.9% | -1.7% | +36.6% | +36.7% |
| 30D | +52.5% | -5.4% | +57.9% | +59.0% |
| 3M | -41.3% | -11.2% | -30.1% | -34.5% |
| 6M | +293.8% | -15.8% | +309.6% | +351.3% |
| All | +432.9% | -22.9% | +455.8% | +516.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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