+432.9%
SNXX vs FICO
-39.6%
+472.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -16.7% | +40.1% | +5.3% |
| 7D | +34.9% | -19.2% | +54.1% | +11.3% |
| 30D | +52.5% | -14.6% | +67.1% | +31.8% |
| 3M | -41.3% | -20.1% | -21.2% | -49.4% |
| 6M | +293.8% | -36.3% | +330.1% | +142.4% |
| All | +432.9% | -39.6% | +472.6% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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