+9.9%
SNXX vs CSX
+40.2%
-30.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.7% | -10.9% | -11.1% |
| 7D | +8.5% | +6.0% | +2.5% | +4.4% |
| 30D | -66.5% | +7.8% | -74.3% | -67.8% |
| 3M | -74.6% | +4.1% | -78.7% | -74.6% |
| 6M | -82.8% | +17.9% | -100.7% | -85.2% |
| All | +9.9% | +40.2% | -30.3% | -0.6% |
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