+29.6%
XLB vs SN
+490.7%
-461.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.4% | -9.3% | +7.9% | +0.1% |
| 30D | -0.4% | -4.8% | +4.4% | +0.3% |
| 3M | +2.0% | +40.4% | -38.5% | -3.8% |
| 6M | +1.8% | +50.9% | -49.1% | -5.5% |
| YTD | +16.6% | +54.9% | -38.4% | +7.6% |
| 1Y | +16.9% | +43.0% | -26.1% | +8.8% |
| 3Y | +32.6% | +391.8% | -359.3% | +8.0% |
| All | +29.6% | +490.7% | -461.1% | +5.9% |
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 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