+10.3%
ARM vs SN
+137.4%
-127.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.1% | +3.9% |
| 7D | -15.2% | +7.2% | -22.4% | -17.2% |
| 30D | -40.7% | +20.4% | -61.1% | -44.4% |
| 3M | -39.1% | +23.9% | -63.0% | -43.5% |
| 6M | -26.4% | +93.0% | -119.5% | -45.2% |
| YTD | +59.7% | +99.2% | -39.5% | +14.1% |
| 1Y | +10.3% | +142.6% | -132.3% | -25.6% |
| All | +10.3% | +137.4% | -127.0% | -25.6% |
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 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