+162.2%
ARM vs SN
+455.4%
-293.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.0% | -12.1% | -12.6% |
| 7D | -27.1% | +3.8% | -31.0% | -28.5% |
| 30D | -44.9% | +17.5% | -62.4% | -49.0% |
| 3M | -39.3% | +19.2% | -58.5% | -44.7% |
| 6M | -20.2% | +84.9% | -105.1% | -42.0% |
| YTD | +52.5% | +94.0% | -41.5% | +7.1% |
| 1Y | +4.1% | +151.3% | -147.3% | -36.1% |
| 3Y | +211.7% | +387.1% | -175.4% | +18.2% |
| All | +162.2% | +455.4% | -293.3% | +4.6% |
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