+9.9%
SNXX vs FICO
-53.4%
+63.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.4% | -12.0% | -11.3% |
| 7D | +8.5% | +2.2% | +6.3% | +10.1% |
| 30D | -66.5% | +0.1% | -66.6% | -65.9% |
| 3M | -74.6% | -35.2% | -39.4% | -81.9% |
| 6M | -82.8% | -32.4% | -50.4% | -87.5% |
| All | +9.9% | -53.4% | +63.3% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling