+432.9%
SNXX vs XLP
+3.5%
+429.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +19.9% |
| 7D | +34.9% | -1.0% | +35.9% | +30.2% |
| 30D | +52.5% | -0.9% | +53.4% | +50.1% |
| 3M | -41.3% | +3.8% | -45.1% | -28.6% |
| 6M | +293.8% | -1.7% | +295.5% | +426.4% |
| All | +432.9% | +3.5% | +429.4% | +513.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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