+368.8%
SNXX vs FTI
+39.5%
+329.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -8.8% |
| 7D | -12.0% | -4.4% | -7.7% | -5.0% |
| 30D | +37.9% | +1.5% | +36.5% | +38.8% |
| 3M | -52.7% | +8.2% | -60.9% | -56.2% |
| 6M | +194.8% | +18.8% | +176.0% | +101.0% |
| All | +368.8% | +39.5% | +329.2% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling