+433.2%
SNXX vs CSGP
-56.2%
+489.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -3.0% |
| 7D | +26.7% | -5.1% | +31.8% | +17.0% |
| 30D | +90.7% | +0.3% | +90.3% | +92.3% |
| 3M | -30.9% | -9.1% | -21.7% | -18.4% |
| 6M | +409.9% | -37.3% | +447.2% | +354.2% |
| All | +433.2% | -56.2% | +489.4% | +294.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling