+368.8%
SNXX vs XLI
+5.2%
+363.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.1% | -12.0% |
| 7D | -12.0% | -1.7% | -10.4% | -5.6% |
| 30D | +37.9% | -7.3% | +45.2% | +98.4% |
| 3M | -52.7% | -1.3% | -51.3% | -39.1% |
| 6M | +194.8% | +2.2% | +192.6% | +228.9% |
| All | +368.8% | +5.2% | +363.5% | +480.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling