+45.2%
XEL vs SN
+671.3%
-626.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | +0.1% |
| 7D | +2.4% | +1.5% | +0.9% | +2.4% |
| 30D | +8.3% | +21.5% | -13.2% | +8.3% |
| 3M | +4.2% | +20.0% | -15.9% | +4.2% |
| 6M | +3.7% | +119.9% | -116.2% | +4.0% |
| YTD | +13.1% | +102.3% | -89.3% | +13.3% |
| 1Y | +5.0% | +148.0% | -143.0% | +5.4% |
| 3Y | +55.0% | +450.0% | -395.0% | +47.9% |
| All | +45.2% | +671.3% | -626.0% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling