+404.4%
SNXX vs FICO
-37.8%
+442.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.3% | -5.7% | -10.4% |
| 7D | +16.8% | -14.1% | +30.9% | +2.6% |
| 30D | +65.3% | -7.5% | +72.8% | +57.2% |
| 3M | -34.8% | -21.3% | -13.5% | -42.5% |
| 6M | +255.1% | -25.2% | +280.4% | +162.8% |
| All | +404.4% | -37.8% | +442.2% | +198.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling