+404.4%
SNXX vs FGI
+20.7%
+383.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +9.4% | -17.4% | -9.2% |
| 7D | +16.8% | +22.8% | -6.0% | +13.5% |
| 30D | +65.3% | +85.9% | -20.6% | +41.8% |
| 3M | -34.8% | +32.4% | -67.2% | -43.4% |
| 6M | +255.1% | +106.3% | +148.8% | +149.5% |
| All | +404.4% | +20.7% | +383.7% | +375.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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