+34.6%
SNXX vs XLY
-0.8%
+35.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | 0.0% | +27.2% | +27.2% |
| 7D | -19.2% | -1.1% | -18.1% | -15.0% |
| 30D | -63.6% | +7.8% | -71.3% | -65.3% |
| 3M | -55.9% | +1.7% | -57.6% | -55.0% |
| 6M | -81.7% | +1.8% | -83.5% | -80.7% |
| All | +34.6% | -0.8% | +35.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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