-95.2%
SNDQ vs XLB
-1.1%
-94.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +7.4% |
| 7D | +11.6% | -2.8% | +14.5% | +6.9% |
| 30D | -45.1% | -3.1% | -42.0% | -48.0% |
| 3M | -68.6% | -0.2% | -68.5% | -67.8% |
| All | -95.2% | -1.1% | -94.1% | -94.9% |
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 · Available span rolling