+66.7%
SNXX vs FIX
-4.0%
+70.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -15.1% | -0.7% | +17.7% |
| 7D | -47.8% | -18.9% | -28.9% | -15.6% |
| 30D | -66.0% | -36.3% | -29.7% | -6.2% |
| 3M | -57.5% | -38.5% | -19.0% | +28.7% |
| 6M | -66.7% | -42.3% | -24.5% | +57.5% |
| All | +66.7% | -4.0% | +70.7% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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