+432.9%
SNXX vs XLU
+2.0%
+431.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.1% | +23.3% | +23.5% |
| 7D | +34.9% | +0.8% | +34.1% | +35.7% |
| 30D | +52.5% | -1.3% | +53.9% | +52.1% |
| 3M | -41.3% | -1.3% | -40.0% | -40.9% |
| 6M | +293.8% | -7.6% | +301.4% | +311.5% |
| All | +432.9% | +2.0% | +431.0% | +563.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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