-91.8%
SNDQ vs XLP
+12.5%
-104.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | +0.5% | -27.5% | -30.1% |
| 7D | -9.0% | -0.5% | -8.5% | -8.9% |
| 30D | +57.3% | +8.3% | +48.9% | -13.1% |
| 3M | -17.3% | +8.7% | -26.0% | -56.9% |
| 6M | -71.3% | +11.2% | -82.5% | -81.8% |
| All | -91.8% | +12.5% | -104.4% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling