+66.7%
SNXX vs FTV
+25.5%
+41.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.3% | -18.0% | -14.4% |
| 7D | -47.8% | +6.6% | -54.4% | -45.6% |
| 30D | -66.0% | +19.1% | -85.1% | -62.3% |
| 3M | -57.5% | +13.1% | -70.6% | -54.3% |
| 6M | -66.7% | +14.0% | -80.7% | -62.7% |
| All | +66.7% | +25.5% | +41.2% | +151.0% |
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