+66.7%
SNXX vs XLF
+12.4%
+54.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.5% | -19.3% | -9.7% |
| 7D | -47.8% | +5.5% | -53.3% | -42.2% |
| 30D | -66.0% | +9.9% | -75.9% | -60.1% |
| 3M | -57.5% | +2.6% | -60.1% | -53.8% |
| 6M | -66.7% | +15.6% | -82.3% | -60.9% |
| All | +66.7% | +12.4% | +54.3% | +81.0% |
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