-80.6%
SNXX vs ARM
-2.4%
-78.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.9% | -5.1% |
| 7D | +31.1% | +19.8% | +11.2% | +3.9% |
| 30D | -66.1% | -21.8% | -44.3% | -45.3% |
| 3M | -63.4% | -26.5% | -36.9% | -39.4% |
| 6M | -80.6% | -3.9% | -76.7% | -66.3% |
| All | -80.6% | -2.4% | -78.2% | -66.3% |
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