+30.0%
XLB vs SN
+650.0%
-620.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.8% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | +5.3% | +16.6% | -11.3% | +2.6% |
| 3M | 0.0% | +18.3% | -18.3% | -2.9% |
| 6M | +1.2% | +103.1% | -101.8% | -10.3% |
| YTD | +16.9% | +96.7% | -79.8% | +3.6% |
| 1Y | +20.9% | +134.3% | -113.4% | +4.1% |
| 3Y | +43.3% | +425.2% | -381.9% | +12.9% |
| All | +30.0% | +650.0% | -620.0% | +1.9% |
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 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