+433.2%
SNXX vs CART
+19.1%
+414.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | -1.0% |
| 7D | +26.7% | -4.1% | +30.8% | +25.8% |
| 30D | +90.7% | -4.3% | +95.0% | +89.5% |
| 3M | -30.9% | +13.1% | -44.0% | -30.3% |
| 6M | +409.9% | +26.0% | +383.9% | +435.5% |
| All | +433.2% | +19.1% | +414.2% | +471.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling