+448.0%
SNXX vs F
+2.0%
+445.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +5.0% |
| 7D | +27.3% | -4.9% | +32.2% | +31.0% |
| 30D | +89.3% | -2.9% | +92.2% | +92.4% |
| 3M | -29.6% | -9.1% | -20.5% | -27.4% |
| 6M | +324.4% | +12.9% | +311.5% | +258.4% |
| All | +448.0% | +2.0% | +445.9% | +446.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling