+368.8%
SNXX vs ARM
+128.0%
+240.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.2% | -11.2% | -11.6% |
| 7D | -12.0% | +5.0% | -17.1% | -17.0% |
| 30D | +37.9% | -2.6% | +40.5% | +43.0% |
| 3M | -52.7% | -22.6% | -30.0% | -31.6% |
| 6M | +194.8% | +120.5% | +74.3% | +155.5% |
| All | +368.8% | +128.0% | +240.8% | +336.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling