+1.3%
SNXX vs CRH
-22.4%
+23.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.1% |
| 7D | -51.3% | +4.4% | -55.7% | -52.1% |
| 30D | -79.0% | +16.4% | -95.4% | -81.0% |
| 3M | -66.5% | -2.5% | -63.9% | -65.2% |
| 6M | -83.8% | -16.9% | -66.9% | -79.4% |
| All | +1.3% | -22.4% | +23.7% | +19.5% |
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