-5.1%
SNXX vs XLU
+3.2%
-8.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -0.7% | -42.4% | -43.8% |
| 7D | -66.8% | +0.4% | -67.2% | -66.7% |
| 30D | -79.7% | +5.2% | -84.9% | -78.7% |
| 3M | -72.8% | -0.1% | -72.8% | -72.3% |
| 6M | -84.7% | -5.3% | -79.4% | -84.0% |
| All | -5.1% | +3.2% | -8.4% | +21.1% |
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