+9.9%
SNXX vs FIX
-2.1%
+12.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.4% | -10.2% | -8.5% |
| 7D | +8.5% | +9.4% | -0.9% | -10.0% |
| 30D | -66.5% | -27.8% | -38.7% | -20.9% |
| 3M | -74.6% | -35.6% | -39.0% | -23.8% |
| 6M | -82.8% | -45.2% | -37.6% | +1.3% |
| All | +9.9% | -2.1% | +12.0% | +140.7% |
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