+228.9%
ARM vs SN
+397.9%
-169.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.1% | +3.5% |
| 7D | -15.2% | +7.2% | -22.4% | -18.1% |
| 30D | -40.7% | +20.4% | -61.1% | -45.9% |
| 3M | -39.1% | +23.9% | -63.0% | -45.8% |
| 6M | -26.4% | +93.0% | -119.5% | -48.4% |
| YTD | +59.7% | +99.2% | -39.5% | +8.8% |
| 1Y | +10.3% | +142.6% | -132.3% | -32.6% |
| 3Y | +228.9% | +398.8% | -169.9% | -7.3% |
| All | +228.9% | +397.9% | -169.1% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling