+66.7%
SNXX vs CTAS
+19.9%
+46.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.4% | -18.1% | -8.3% |
| 7D | -47.8% | +7.6% | -55.4% | -32.1% |
| 30D | -66.0% | +17.2% | -83.2% | -40.7% |
| 3M | -57.5% | +12.8% | -70.2% | -33.4% |
| 6M | -66.7% | +38.0% | -104.7% | -7.7% |
| All | +66.7% | +19.9% | +46.8% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling