+641.7%
XLB vs SNY
+241.5%
+400.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.5% | -3.6% | +0.1% | -2.0% |
| 30D | -4.7% | -1.9% | -2.7% | -3.9% |
| 3M | +2.7% | -2.0% | +4.7% | +3.3% |
| 6M | +2.6% | +2.5% | +0.1% | +1.0% |
| YTD | +12.8% | -7.0% | +19.8% | +15.5% |
| 1Y | +14.0% | -4.4% | +18.3% | +14.9% |
| 3Y | +31.5% | -8.4% | +39.9% | +30.1% |
| 5Y | +33.4% | +9.5% | +23.9% | +18.8% |
| 10Y | +161.3% | +64.3% | +97.0% | +87.0% |
| All | +641.7% | +241.5% | +400.2% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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