+404.4%
SNXX vs CSX
+32.1%
+372.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.4% | -9.3% | -9.7% |
| 7D | +16.8% | +0.1% | +16.7% | +16.6% |
| 30D | +65.3% | -1.5% | +66.8% | +68.9% |
| 3M | -34.8% | +6.0% | -40.7% | -38.7% |
| 6M | +255.1% | +20.6% | +234.6% | +162.2% |
| All | +404.4% | +32.1% | +372.3% | +368.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling