+432.9%
SNXX vs FTV
+4.4%
+428.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.1% | +24.5% | +22.7% |
| 7D | +34.9% | -4.6% | +39.5% | +31.4% |
| 30D | +52.5% | -7.2% | +59.7% | +45.8% |
| 3M | -41.3% | -7.3% | -34.1% | -41.9% |
| 6M | +293.8% | -1.6% | +295.4% | +275.5% |
| All | +432.9% | +4.4% | +428.5% | +621.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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