-95.5%
SNDQ vs XLB
-1.5%
-94.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +6.1% |
| 7D | -20.4% | -3.5% | -16.8% | -24.7% |
| 30D | -54.5% | -4.7% | -49.9% | -58.3% |
| 3M | -79.1% | +2.7% | -81.8% | -75.4% |
| All | -95.5% | -1.5% | -94.0% | -95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling