+29.7%
XLB vs SN
+671.3%
-641.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.7% |
| 7D | +0.5% | +1.5% | -1.0% | +0.3% |
| 30D | +5.2% | +21.5% | -16.4% | +1.8% |
| 3M | +0.3% | +20.0% | -19.7% | -2.9% |
| 6M | +1.2% | +119.9% | -118.8% | -11.5% |
| YTD | +16.6% | +102.3% | -85.7% | +2.9% |
| 1Y | +21.4% | +148.0% | -126.5% | +3.7% |
| 3Y | +43.2% | +450.0% | -406.8% | +12.2% |
| All | +29.7% | +671.3% | -641.6% | +1.2% |
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 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