+448.0%
SNXX vs CSX
+30.3%
+417.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +4.4% |
| 7D | +27.3% | -0.6% | +27.9% | +28.4% |
| 30D | +89.3% | -3.2% | +92.5% | +97.9% |
| 3M | -29.6% | +2.6% | -32.1% | -31.4% |
| 6M | +324.4% | +19.8% | +304.6% | +213.2% |
| All | +448.0% | +30.3% | +417.7% | +418.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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