+19.3%
ARM vs SN
+156.5%
-137.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.4% | -6.5% |
| 7D | -18.7% | +10.6% | -29.3% | -21.4% |
| 30D | -36.7% | +20.0% | -56.7% | -40.5% |
| 3M | -31.6% | +30.4% | -62.0% | -38.1% |
| 6M | -5.6% | +91.0% | -96.6% | -28.6% |
| YTD | +75.5% | +95.9% | -20.5% | +28.1% |
| 1Y | +19.3% | +158.9% | -139.6% | -18.7% |
| All | +19.3% | +156.5% | -137.1% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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