+324.4%
SNXX vs FPS
-1.0%
+325.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.8% | +9.5% |
| 7D | +27.3% | +5.3% | +22.0% | +16.2% |
| 30D | +89.3% | -17.6% | +106.9% | +161.8% |
| 3M | -29.6% | -45.8% | +16.2% | +105.8% |
| 6M | +324.4% | -10.1% | +334.6% | +535.3% |
| All | +324.4% | -1.0% | +325.5% | +535.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling