+448.0%
SNXX vs FIS
-34.5%
+482.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | -3.2% |
| 7D | +27.3% | -9.1% | +36.4% | +7.9% |
| 30D | +89.3% | -10.4% | +99.7% | +54.6% |
| 3M | -29.6% | -3.7% | -25.9% | -23.8% |
| 6M | +324.4% | -24.8% | +349.2% | +245.5% |
| All | +448.0% | -34.5% | +482.5% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling