+432.9%
SNXX vs FDS
+7.4%
+425.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.5% | +26.9% | +18.3% |
| 7D | +34.9% | -1.9% | +36.8% | +31.7% |
| 30D | +52.5% | +9.0% | +43.5% | +76.6% |
| 3M | -41.3% | +18.9% | -60.2% | -1.3% |
| 6M | +293.8% | +35.1% | +258.6% | +580.5% |
| All | +432.9% | +7.4% | +425.6% | +763.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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