+448.0%
SNXX vs XLB
+3.9%
+444.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.8% | +4.6% |
| 7D | +27.3% | -2.9% | +30.3% | +33.8% |
| 30D | +89.3% | -3.4% | +92.7% | +99.5% |
| 3M | -29.6% | +1.6% | -31.2% | -33.8% |
| 6M | +324.4% | +3.6% | +320.8% | +304.4% |
| All | +448.0% | +3.9% | +444.1% | +503.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling