+255.1%
SNXX vs FIG
-26.4%
+281.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.6% | -8.5% | -7.6% |
| 7D | +16.8% | -12.2% | +29.0% | +8.0% |
| 30D | +65.3% | -11.0% | +76.3% | +55.6% |
| 3M | -34.8% | +11.9% | -46.7% | -10.7% |
| 6M | +255.1% | -21.9% | +277.1% | +364.6% |
| All | +255.1% | -26.4% | +281.6% | +364.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 6mo: compounded portfolio wealth divided by compounded FIG 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…
6mo analysis · Full analysis span regression · 6 months rolling