+404.4%
SNXX vs XLE
+33.3%
+371.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -8.5% |
| 7D | +16.8% | +0.5% | +16.3% | +17.5% |
| 30D | +65.3% | +6.6% | +58.7% | +76.3% |
| 3M | -34.8% | +12.3% | -47.0% | -22.5% |
| 6M | +255.1% | +18.4% | +236.8% | +323.0% |
| All | +404.4% | +33.3% | +371.1% | +559.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling