-5.8%
XLC vs SN
+156.5%
-162.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.1% |
| 7D | +1.8% | +10.6% | -8.9% | +0.8% |
| 30D | -6.0% | +20.0% | -26.0% | -7.6% |
| 3M | -6.0% | +30.4% | -36.4% | -8.5% |
| 6M | -9.1% | +91.0% | -100.0% | -14.8% |
| YTD | -10.0% | +95.9% | -106.0% | -16.3% |
| 1Y | -5.8% | +158.9% | -164.7% | -13.9% |
| All | -5.8% | +156.5% | -162.3% | -13.9% |
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 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