+448.0%
SNXX vs CART
+15.7%
+432.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +2.3% |
| 7D | +27.3% | -9.5% | +36.8% | +25.3% |
| 30D | +89.3% | -7.8% | +97.0% | +87.0% |
| 3M | -29.6% | +10.4% | -40.0% | -29.4% |
| 6M | +324.4% | +20.1% | +304.4% | +340.8% |
| All | +448.0% | +15.7% | +432.3% | +484.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling