+9.9%
SNXX vs XLP
+13.7%
-3.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.4% | -13.0% | -5.5% |
| 7D | +8.5% | +2.5% | +6.0% | +20.4% |
| 30D | -66.5% | +7.3% | -73.8% | -51.4% |
| 3M | -74.6% | +8.1% | -82.7% | -59.8% |
| 6M | -82.8% | +10.5% | -93.3% | -65.5% |
| All | +9.9% | +13.7% | -3.8% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling