+174.6%
ARM vs SN
+470.3%
-295.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.1% | +3.5% |
| 7D | -15.2% | +7.2% | -22.4% | -17.9% |
| 30D | -40.7% | +20.4% | -61.1% | -45.7% |
| 3M | -39.1% | +23.9% | -63.0% | -45.5% |
| 6M | -26.4% | +93.0% | -119.5% | -47.5% |
| YTD | +59.7% | +99.2% | -39.5% | +10.9% |
| 1Y | +10.3% | +142.6% | -132.3% | -30.8% |
| 3Y | +228.9% | +398.8% | -169.9% | +23.2% |
| All | +174.6% | +470.3% | -295.7% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling