+66.7%
SNXX vs XLP
+13.2%
+53.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.4% | -19.1% | -0.4% |
| 7D | -47.8% | +5.9% | -53.7% | -28.6% |
| 30D | -66.0% | +13.5% | -79.5% | -34.6% |
| 3M | -57.5% | +8.4% | -65.9% | -31.0% |
| 6M | -66.7% | +11.5% | -78.3% | -33.9% |
| All | +66.7% | +13.2% | +53.5% | +216.8% |
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