+448.0%
SNXX vs ARWR
+24.0%
+424.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +4.5% |
| 7D | +27.3% | -3.2% | +30.5% | +29.7% |
| 30D | +89.3% | -6.5% | +95.7% | +96.0% |
| 3M | -29.6% | +12.7% | -42.2% | -35.8% |
| 6M | +324.4% | +36.2% | +288.2% | +184.6% |
| All | +448.0% | +24.0% | +424.0% | +377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 all: compounded portfolio wealth divided by compounded ARWR 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…
all analysis · Full analysis span regression · 6 months rolling