-82.8%
SNXX vs ARM
-10.1%
-72.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.6% | -7.0% | -4.9% |
| 7D | +8.5% | +9.1% | -0.6% | -1.5% |
| 30D | -66.5% | -19.9% | -46.6% | -46.8% |
| 3M | -74.6% | -31.6% | -43.0% | -53.3% |
| 6M | -82.8% | -13.9% | -68.9% | -68.0% |
| All | -82.8% | -10.1% | -72.7% | -68.0% |
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