+2,358.4%
SNDK vs XLP
+19.7%
+2,338.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -4.1% |
| 7D | +6.0% | +2.5% | +3.5% | +8.7% |
| 30D | -36.9% | +7.3% | -44.2% | -31.5% |
| 3M | -42.1% | +8.1% | -50.2% | -36.0% |
| 6M | -38.8% | +10.5% | -49.3% | -30.9% |
| YTD | +272.8% | +21.2% | +251.6% | +310.2% |
| 1Y | +263.3% | +22.7% | +240.6% | +295.6% |
| All | +2,358.4% | +19.7% | +2,338.6% | +2,738.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling