+368.8%
SNXX vs CTAS
+5.5%
+363.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.6% | -2.0% |
| 7D | -12.0% | +0.5% | -12.6% | -10.5% |
| 30D | +37.9% | -0.7% | +38.7% | +39.3% |
| 3M | -52.7% | +11.1% | -63.7% | -22.9% |
| 6M | +194.8% | +2.1% | +192.7% | +278.3% |
| All | +368.8% | +5.5% | +363.2% | +642.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling