+9.9%
SNXX vs CSGP
-55.3%
+65.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +2.9% | -14.5% | -7.1% |
| 7D | +8.5% | +1.3% | +7.1% | +10.6% |
| 30D | -66.5% | +2.8% | -69.3% | -61.0% |
| 3M | -74.6% | -6.3% | -68.3% | -73.8% |
| 6M | -82.8% | -3.2% | -79.6% | -75.4% |
| All | +9.9% | -55.3% | +65.2% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling