+4,437.1%
SNDK vs XLP
+7.4%
+4,429.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.2% |
| 7D | -6.1% | -1.4% | -4.7% | -7.2% |
| 30D | +21.5% | -2.0% | +23.5% | +19.9% |
| 3M | -13.2% | -1.5% | -11.7% | -12.8% |
| 6M | +149.2% | -0.2% | +149.4% | +148.7% |
| YTD | +588.1% | +8.7% | +579.4% | +571.9% |
| 1Y | +1,837.5% | +6.3% | +1,831.2% | +1,822.0% |
| All | +4,437.1% | +7.4% | +4,429.7% | +4,548.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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