+250.8%
SNXX vs FPS
+22.4%
+228.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +9.0% | -16.0% | -20.7% |
| 7D | -12.0% | +1.5% | -13.5% | -16.7% |
| 30D | +37.9% | -16.9% | +54.8% | +80.7% |
| 3M | -52.7% | -45.3% | -7.3% | +28.1% |
| 6M | +194.8% | -10.3% | +205.1% | +326.2% |
| All | +250.8% | +22.4% | +228.4% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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