+312.8%
SNXX vs ARM
+124.0%
+188.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.9% | +19.5% | +18.9% |
| 7D | +34.9% | +5.5% | +29.4% | +27.9% |
| 30D | +52.5% | -8.2% | +60.7% | +68.0% |
| 3M | -41.3% | -35.9% | -5.4% | +1.9% |
| All | +312.8% | +124.0% | +188.8% | +236.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling