+313.0%
SNXX vs ARM
+132.4%
+180.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -4.2% |
| 7D | +26.7% | +11.4% | +15.3% | +12.4% |
| 30D | +90.7% | -7.4% | +98.1% | +109.7% |
| 3M | -30.9% | -24.5% | -6.4% | +4.6% |
| All | +313.0% | +132.4% | +180.7% | +222.3% |
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