-95.2%
SNDQ vs XLU
-6.0%
-89.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +7.3% |
| 7D | +11.6% | -1.6% | +13.2% | +14.1% |
| 30D | -45.1% | -3.3% | -41.8% | -42.9% |
| 3M | -68.6% | -3.2% | -65.5% | -67.6% |
| All | -95.2% | -6.0% | -89.2% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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