+368.8%
SNXX vs FITB
+10.0%
+358.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -7.3% |
| 7D | -12.0% | -0.3% | -11.8% | -12.0% |
| 30D | +37.9% | -5.7% | +43.6% | +42.0% |
| 3M | -52.7% | +3.2% | -55.8% | -53.7% |
| 6M | +194.8% | +23.4% | +171.4% | +152.2% |
| All | +368.8% | +10.0% | +358.8% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 5y: compounded portfolio wealth divided by compounded FITB 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…
5y analysis · Full analysis span regression · 6 months rolling