+432.9%
SNXX vs CART
+26.7%
+406.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.3% | +24.6% | +23.2% |
| 7D | +34.9% | +1.0% | +33.8% | +35.1% |
| 30D | +52.5% | +12.6% | +39.9% | +55.4% |
| 3M | -41.3% | +23.1% | -64.5% | -40.5% |
| 6M | +293.8% | +39.5% | +254.2% | +328.4% |
| All | +432.9% | +26.7% | +406.2% | +476.5% |
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