-63.4%
SNXX vs XLP
+9.0%
-72.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -9.4% |
| 7D | +31.1% | -0.2% | +31.3% | +28.8% |
| 30D | -66.1% | +8.2% | -74.2% | -48.1% |
| 3M | -63.4% | +7.7% | -71.1% | -43.1% |
| All | -63.4% | +9.0% | -72.4% | -43.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling