+368.8%
SNXX vs CRL
+26.2%
+342.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.9% | -9.0% | -7.9% |
| 7D | -12.0% | -3.5% | -8.5% | -10.6% |
| 30D | +37.9% | -2.1% | +40.1% | +38.9% |
| 3M | -52.7% | +48.0% | -100.6% | -63.9% |
| 6M | +194.8% | +64.7% | +130.0% | +113.3% |
| All | +368.8% | +26.2% | +342.6% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling