+432.9%
SNXX vs FTI
+45.9%
+387.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.3% | +23.7% | +23.9% |
| 7D | +34.9% | +5.3% | +29.6% | +23.6% |
| 30D | +52.5% | +15.3% | +37.2% | +24.9% |
| 3M | -41.3% | +15.8% | -57.1% | -50.6% |
| 6M | +293.8% | +22.6% | +271.2% | +161.2% |
| All | +432.9% | +45.9% | +387.0% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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