+2,504.1%
SNDK vs XLP
+18.1%
+2,486.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.5% |
| 7D | +16.2% | -0.2% | +16.5% | +15.9% |
| 30D | -36.8% | +8.2% | -44.9% | -31.0% |
| 3M | -30.3% | +7.7% | -38.0% | -23.6% |
| 6M | -35.4% | +9.3% | -44.7% | -28.3% |
| YTD | +294.9% | +19.5% | +275.4% | +327.9% |
| 1Y | +231.1% | +21.0% | +210.1% | +255.0% |
| All | +2,504.1% | +18.1% | +2,486.0% | +2,860.2% |
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