+404.4%
SNXX vs FIX
+39.9%
+364.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.4% | -4.1% |
| 7D | +16.8% | +0.7% | +16.1% | +15.2% |
| 30D | +65.3% | -5.7% | +71.0% | +95.9% |
| 3M | -34.8% | -7.4% | -27.3% | +17.0% |
| 6M | +255.1% | +15.1% | +240.1% | +310.4% |
| All | +404.4% | +39.9% | +364.5% | +364.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling