+448.0%
SNXX vs FDS
-0.7%
+448.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | -2.1% |
| 7D | +27.3% | -8.8% | +36.1% | +12.7% |
| 30D | +89.3% | -1.4% | +90.7% | +89.8% |
| 3M | -29.6% | +13.9% | -43.4% | +6.8% |
| 6M | +324.4% | +27.4% | +297.0% | +563.2% |
| All | +448.0% | -0.7% | +448.7% | +694.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling