+368.8%
SNXX vs XLF
+8.3%
+360.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.7% | -6.2% |
| 7D | -12.0% | -1.5% | -10.6% | -13.6% |
| 30D | +37.9% | -1.2% | +39.1% | +36.7% |
| 3M | -52.7% | +9.2% | -61.8% | -48.9% |
| 6M | +194.8% | +16.3% | +178.5% | +199.8% |
| All | +368.8% | +8.3% | +360.5% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling