+255.1%
SNXX vs FIS
-24.3%
+279.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.2% | -9.1% | -5.8% |
| 7D | +16.8% | -8.9% | +25.7% | -1.5% |
| 30D | +65.3% | -9.9% | +75.2% | +34.5% |
| 3M | -34.8% | 0.0% | -34.7% | -26.5% |
| 6M | +255.1% | -22.9% | +278.0% | +220.5% |
| All | +255.1% | -24.3% | +279.5% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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