+66.7%
SNXX vs FN
-28.1%
+94.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -6.0% | -9.8% | -8.5% |
| 7D | -47.8% | -7.0% | -40.8% | -41.5% |
| 30D | -66.0% | -24.7% | -41.3% | -50.7% |
| 3M | -57.5% | -35.7% | -21.8% | -27.9% |
| 6M | -66.7% | -52.4% | -14.3% | -19.0% |
| All | +66.7% | -28.1% | +94.8% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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