+432.9%
SNXX vs FE
+2.4%
+430.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.6% | +24.0% | +22.2% |
| 7D | +34.9% | +1.9% | +32.9% | +40.3% |
| 30D | +52.5% | -1.2% | +53.7% | +49.3% |
| 3M | -41.3% | +3.5% | -44.8% | -33.6% |
| 6M | +293.8% | -6.1% | +299.8% | +386.9% |
| All | +432.9% | +2.4% | +430.5% | +537.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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