+448.0%
SNXX vs XLP
+1.6%
+446.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | -2.2% |
| 7D | +27.3% | -2.9% | +30.2% | +12.9% |
| 30D | +89.3% | -2.2% | +91.5% | +75.9% |
| 3M | -29.6% | -0.6% | -29.0% | -20.9% |
| 6M | +324.4% | -2.2% | +326.6% | +396.1% |
| All | +448.0% | +1.6% | +446.4% | +482.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling