+432.9%
SNXX vs XLE
+31.5%
+401.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.2% | +22.5% |
| 7D | +34.9% | +2.2% | +32.7% | +37.7% |
| 30D | +52.5% | +11.8% | +40.8% | +72.2% |
| 3M | -41.3% | +9.8% | -51.2% | -32.5% |
| 6M | +293.8% | +15.6% | +278.2% | +357.2% |
| All | +432.9% | +31.5% | +401.4% | +587.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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