-91.0%
SNDQ vs XLP
+13.1%
-104.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.4% | +11.9% | -8.6% |
| 7D | +66.1% | +5.9% | +60.3% | +14.0% |
| 30D | +122.5% | +13.5% | +109.1% | -9.3% |
| 3M | +11.6% | +8.4% | +3.2% | -37.5% |
| 6M | -82.2% | +11.5% | -93.7% | -88.8% |
| All | -91.0% | +13.1% | -104.2% | -94.3% |
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 · 6 months rolling