+404.4%
SNXX vs ARM
+118.8%
+285.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.8% | -4.2% | -3.8% |
| 7D | +16.8% | +4.8% | +12.0% | +11.8% |
| 30D | +65.3% | -5.5% | +70.8% | +78.2% |
| 3M | -34.8% | -17.3% | -17.5% | -6.5% |
| 6M | +255.1% | +110.9% | +144.3% | +223.8% |
| All | +404.4% | +118.8% | +285.5% | +393.8% |
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