+185.4%
ARM vs SN
+479.4%
-294.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.0% |
| 7D | -10.4% | +7.6% | -17.9% | -13.2% |
| 30D | -31.8% | +22.4% | -54.3% | -38.0% |
| 3M | -32.2% | +21.7% | -53.9% | -38.7% |
| 6M | -14.9% | +102.8% | -117.7% | -40.7% |
| YTD | +66.0% | +102.4% | -36.4% | +14.5% |
| 1Y | +17.2% | +139.0% | -121.8% | -25.8% |
| 3Y | +247.2% | +440.4% | -193.2% | +30.3% |
| All | +185.4% | +479.4% | -294.0% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling