-95.7%
SNDQ vs XLP
+3.4%
-99.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -0.8% | -23.0% | -17.1% |
| 7D | -30.8% | -1.0% | -29.8% | -23.0% |
| 30D | -51.7% | -0.9% | -50.9% | -49.5% |
| 3M | -78.0% | +3.8% | -81.8% | -76.4% |
| All | -95.7% | +3.4% | -99.1% | -94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling