+24.3%
SNXX vs CART
+45.1%
-20.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -7.0% | -7.7% |
| 7D | +31.1% | +1.2% | +29.9% | +31.3% |
| 30D | -66.1% | +17.8% | -83.8% | -64.6% |
| 3M | -63.4% | +20.7% | -84.1% | -61.3% |
| 6M | -80.6% | +49.7% | -130.3% | -79.9% |
| All | +24.3% | +45.1% | -20.7% | +40.9% |
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