+432.9%
SNXX vs ARM
+117.0%
+315.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.9% | +19.5% | +19.1% |
| 7D | +34.9% | +5.5% | +29.4% | +28.3% |
| 30D | +52.5% | -8.2% | +60.7% | +67.3% |
| 3M | -41.3% | -35.9% | -5.4% | -1.0% |
| 6M | +293.8% | +103.1% | +190.6% | +255.0% |
| All | +432.9% | +117.0% | +315.9% | +426.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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