+448.0%
SNXX vs FIX
+42.0%
+405.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +8.0% |
| 7D | +27.3% | +3.5% | +23.8% | +16.6% |
| 30D | +89.3% | -3.5% | +92.8% | +111.0% |
| 3M | -29.6% | -11.8% | -17.8% | +35.8% |
| 6M | +324.4% | +17.8% | +306.6% | +363.4% |
| All | +448.0% | +42.0% | +405.9% | +384.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling