+368.8%
SNXX vs F
+6.0%
+362.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.4% |
| 7D | -12.0% | -4.4% | -7.6% | -9.9% |
| 30D | +37.9% | +1.0% | +36.9% | +37.0% |
| 3M | -52.7% | -4.0% | -48.7% | -52.7% |
| 6M | +194.8% | +18.1% | +176.7% | +141.3% |
| All | +368.8% | +6.0% | +362.8% | +356.7% |
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