+4,800.5%
SNDK vs XLP
+7.0%
+4,793.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +0.6% |
| 7D | +13.6% | -2.9% | +16.5% | +11.0% |
| 30D | +42.5% | -2.2% | +44.7% | +40.3% |
| 3M | +7.1% | -0.6% | +7.7% | +6.9% |
| 6M | +199.7% | -2.2% | +201.8% | +200.4% |
| YTD | +643.2% | +8.3% | +634.9% | +623.3% |
| 1Y | +2,402.0% | +5.7% | +2,396.3% | +2,378.9% |
| All | +4,800.5% | +7.0% | +4,793.5% | +4,904.0% |
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