-95.8%
SNDQ vs XLB
-0.2%
-95.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.1% | -4.7% |
| 7D | -26.2% | -2.9% | -23.3% | -29.7% |
| 30D | -60.2% | -3.4% | -56.8% | -62.8% |
| 3M | -80.4% | +1.6% | -82.0% | -77.9% |
| All | -95.8% | -0.2% | -95.6% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling