+66.7%
SNXX vs FFIV
+22.8%
+43.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.3% | -15.5% |
| 7D | -47.8% | -9.8% | -38.0% | -43.5% |
| 30D | -66.0% | -28.1% | -37.9% | -59.8% |
| 3M | -57.5% | -20.0% | -37.5% | -54.9% |
| 6M | -66.7% | -0.1% | -66.7% | -67.5% |
| All | +66.7% | +22.8% | +43.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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