+368.8%
SNXX vs XLP
+2.0%
+366.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -5.6% |
| 7D | -12.0% | -1.4% | -10.6% | -17.2% |
| 30D | +37.9% | -2.0% | +39.9% | +29.9% |
| 3M | -52.7% | -1.5% | -51.1% | -46.0% |
| 6M | +194.8% | -0.2% | +195.0% | +236.3% |
| All | +368.8% | +2.0% | +366.7% | +407.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling