+194.8%
SNXX vs XLF
+15.5%
+179.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.7% | -5.9% |
| 7D | -12.0% | -1.5% | -10.6% | -14.2% |
| 30D | +37.9% | -1.2% | +39.1% | +36.1% |
| 3M | -52.7% | +9.2% | -61.8% | -47.2% |
| 6M | +194.8% | +16.3% | +178.5% | +171.6% |
| All | +194.8% | +15.5% | +179.2% | +171.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling