+368.8%
SNXX vs FE
+1.0%
+367.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -7.6% |
| 7D | -12.0% | -1.4% | -10.7% | -14.4% |
| 30D | +37.9% | -1.9% | +39.8% | +33.3% |
| 3M | -52.7% | -0.2% | -52.5% | -50.3% |
| 6M | +194.8% | -7.1% | +201.9% | +252.5% |
| All | +368.8% | +1.0% | +367.8% | +445.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling