+33.7%
XEL vs SN
+490.7%
-457.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.0% | -9.3% | +8.4% | -1.0% |
| 30D | -1.9% | -4.8% | +2.9% | -1.9% |
| 3M | -1.9% | +40.4% | -42.3% | -1.8% |
| 6M | -7.4% | +50.9% | -58.4% | -7.3% |
| YTD | +4.1% | +54.9% | -50.9% | +4.2% |
| 1Y | +8.0% | +43.0% | -35.0% | +8.4% |
| 3Y | +48.4% | +391.8% | -343.4% | +40.6% |
| All | +33.7% | +490.7% | -457.0% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling