+66.7%
SNXX vs XLI
+3.7%
+63.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.1% | -14.7% | -10.8% |
| 7D | -47.8% | +0.6% | -48.4% | -48.3% |
| 30D | -66.0% | -0.4% | -65.6% | -65.0% |
| 3M | -57.5% | -8.8% | -48.6% | -32.0% |
| 6M | -66.7% | -0.4% | -66.3% | -57.0% |
| All | +66.7% | +3.7% | +63.0% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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