+66.7%
SNXX vs CART
+46.9%
+19.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -15.4% |
| 7D | -47.8% | +1.4% | -49.2% | -47.6% |
| 30D | -66.0% | +29.7% | -95.7% | -63.6% |
| 3M | -57.5% | +29.7% | -87.2% | -54.4% |
| 6M | -66.7% | +36.8% | -103.5% | -65.5% |
| All | +66.7% | +46.9% | +19.8% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling