-63.4%
SNXX vs ARM
-28.6%
-34.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.9% | -4.9% |
| 7D | +31.1% | +19.8% | +11.2% | +2.5% |
| 30D | -66.1% | -21.8% | -44.3% | -49.0% |
| 3M | -63.4% | -26.5% | -36.9% | -40.9% |
| All | -63.4% | -28.6% | -34.8% | -40.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling