+404.4%
SNXX vs FTV
+0.1%
+404.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.3% | -5.6% | -9.2% |
| 7D | +16.8% | -5.2% | +22.0% | +13.3% |
| 30D | +65.3% | -11.5% | +76.8% | +53.6% |
| 3M | -34.8% | -9.0% | -25.7% | -36.1% |
| 6M | +255.1% | -2.0% | +257.2% | +260.2% |
| All | +404.4% | +0.1% | +404.3% | +565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling