-91.0%
SNDQ vs XLB
+5.1%
-96.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.5% | +12.8% | +16.6% |
| 7D | +66.1% | +3.9% | +62.2% | +70.2% |
| 30D | +122.5% | +8.9% | +113.6% | +141.3% |
| 3M | +11.6% | +4.1% | +7.4% | +12.3% |
| 6M | -82.2% | +7.3% | -89.5% | -79.1% |
| All | -91.0% | +5.1% | -96.1% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling