+34.6%
SNXX vs FN
-22.3%
+56.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | +5.9% | +21.2% | +19.6% |
| 7D | -19.2% | +8.0% | -27.3% | -20.2% |
| 30D | -63.6% | -19.1% | -44.4% | -47.2% |
| 3M | -55.9% | -29.8% | -26.1% | -25.3% |
| 6M | -81.7% | -43.2% | -38.5% | -58.9% |
| All | +34.6% | -22.3% | +56.9% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling