+448.0%
SNXX vs FGI
+10.3%
+437.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.4% |
| 7D | +27.3% | +14.7% | +12.6% | +25.1% |
| 30D | +89.3% | +67.0% | +22.3% | +65.0% |
| 3M | -29.6% | +31.0% | -60.6% | -38.2% |
| 6M | +324.4% | +126.8% | +197.6% | +186.4% |
| All | +448.0% | +10.3% | +437.7% | +423.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling