+432.9%
SNXX vs CTAS
+5.0%
+427.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.3% | +23.7% | +22.4% |
| 7D | +34.9% | -1.8% | +36.7% | +27.4% |
| 30D | +52.5% | -0.2% | +52.8% | +56.8% |
| 3M | -41.3% | +11.7% | -53.0% | -5.1% |
| 6M | +293.8% | +0.7% | +293.1% | +380.4% |
| All | +432.9% | +5.0% | +427.9% | +730.1% |
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