+368.8%
SNXX vs FIVE
+28.9%
+339.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.4% | -8.4% | -8.2% |
| 7D | -12.0% | -3.0% | -9.0% | -9.8% |
| 30D | +37.9% | +2.7% | +35.2% | +33.5% |
| 3M | -52.7% | +21.1% | -73.8% | -61.2% |
| 6M | +194.8% | +11.9% | +182.9% | +162.8% |
| All | +368.8% | +28.9% | +339.8% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling