+66.7%
SNXX vs F
-3.9%
+70.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.9% | -18.7% | -17.0% |
| 7D | -47.8% | +6.0% | -53.8% | -49.6% |
| 30D | -66.0% | +4.3% | -70.3% | -67.0% |
| 3M | -57.5% | -10.1% | -47.4% | -55.2% |
| 6M | -66.7% | +12.8% | -79.5% | -71.9% |
| All | +66.7% | -3.9% | +70.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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