+4,727.7%
SNDK vs XLP
+8.2%
+4,719.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.6% |
| 7D | +13.1% | -1.4% | +14.5% | +11.8% |
| 30D | +43.4% | -1.3% | +44.7% | +42.3% |
| 3M | +5.8% | +1.8% | +4.0% | +6.3% |
| 6M | +229.6% | -0.8% | +230.4% | +233.1% |
| YTD | +632.2% | +9.5% | +622.6% | +619.2% |
| 1Y | +2,365.4% | +7.2% | +2,358.2% | +2,358.9% |
| All | +4,727.7% | +8.2% | +4,719.5% | +4,875.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling