+448.0%
SNXX vs CSGP
-57.3%
+505.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | -1.4% |
| 7D | +27.3% | -5.4% | +32.7% | +17.0% |
| 30D | +89.3% | -6.0% | +95.3% | +70.2% |
| 3M | -29.6% | -12.8% | -16.7% | -21.5% |
| 6M | +324.4% | -38.9% | +363.3% | +262.5% |
| All | +448.0% | -57.3% | +505.3% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling