+34.5%
XEL vs SN
+476.8%
-442.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.9% |
| 7D | +0.9% | -3.4% | +4.3% | +0.9% |
| 30D | -0.9% | -9.1% | +8.2% | -0.9% |
| 3M | -1.4% | +31.8% | -33.2% | -1.3% |
| 6M | -5.8% | +52.0% | -57.8% | -5.7% |
| YTD | +4.7% | +51.3% | -46.6% | +4.8% |
| 1Y | +9.1% | +46.9% | -37.8% | +9.4% |
| 3Y | +47.8% | +394.9% | -347.1% | +40.0% |
| All | +34.5% | +476.8% | -442.3% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling