+66.7%
SNXX vs XLB
+9.5%
+57.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.5% | -18.2% | -18.3% |
| 7D | -47.8% | +3.9% | -51.7% | -51.1% |
| 30D | -66.0% | +8.9% | -74.9% | -70.6% |
| 3M | -57.5% | +4.1% | -61.6% | -60.8% |
| 6M | -66.7% | +7.3% | -74.0% | -70.7% |
| All | +66.7% | +9.5% | +57.2% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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