+432.9%
SNXX vs XLF
+9.9%
+423.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +22.3% |
| 7D | +34.9% | 0.0% | +34.9% | +35.0% |
| 30D | +52.5% | +0.2% | +52.4% | +53.5% |
| 3M | -41.3% | +11.7% | -53.0% | -35.7% |
| 6M | +293.8% | +13.8% | +280.0% | +306.5% |
| All | +432.9% | +9.9% | +423.0% | +437.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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