+368.8%
SNXX vs XLE
+33.7%
+335.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -6.7% |
| 7D | -12.0% | +1.7% | -13.7% | -10.5% |
| 30D | +37.9% | +6.7% | +31.2% | +47.4% |
| 3M | -52.7% | +14.9% | -67.5% | -42.4% |
| 6M | +194.8% | +15.9% | +178.9% | +247.1% |
| All | +368.8% | +33.7% | +335.1% | +515.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling