+448.0%
SNXX vs FN
-11.9%
+459.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.2% |
| 7D | +27.3% | +5.8% | +21.5% | +19.6% |
| 30D | +89.3% | -20.6% | +109.9% | +149.3% |
| 3M | -29.6% | -28.6% | -0.9% | +14.6% |
| 6M | +324.4% | -20.7% | +345.1% | +509.6% |
| All | +448.0% | -11.9% | +459.9% | +665.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling