-95.8%
SNDQ vs XLP
+1.5%
-97.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | +6.4% |
| 7D | -26.2% | -2.9% | -23.3% | -4.4% |
| 30D | -60.2% | -2.2% | -57.9% | -53.5% |
| 3M | -80.4% | -0.6% | -79.9% | -72.2% |
| All | -95.8% | +1.5% | -97.4% | -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 · Available span rolling