+368.8%
SNXX vs CART
+20.9%
+347.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.2% | -10.2% | -6.4% |
| 7D | -12.0% | -4.6% | -7.5% | -12.5% |
| 30D | +37.9% | +0.6% | +37.4% | +38.3% |
| 3M | -52.7% | +16.3% | -69.0% | -52.2% |
| 6M | +194.8% | +32.1% | +162.7% | +216.4% |
| All | +368.8% | +20.9% | +347.9% | +404.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling