+20.9%
XLB vs SN
+136.6%
-115.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.7% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | +5.3% | +16.6% | -11.3% | +2.2% |
| 3M | 0.0% | +18.3% | -18.3% | -3.3% |
| 6M | +1.2% | +103.1% | -101.8% | -12.9% |
| YTD | +16.9% | +96.7% | -79.8% | -0.3% |
| 1Y | +20.9% | +134.3% | -113.4% | -2.0% |
| All | +20.9% | +136.6% | -115.7% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling