+67.7%
XLC vs SN
+496.6%
-429.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +0.2% | -5.6% | +5.8% | +0.9% |
| 3M | +0.6% | +48.1% | -47.4% | -4.7% |
| 6M | -4.5% | +57.6% | -62.1% | -10.6% |
| YTD | -4.7% | +56.5% | -61.2% | -10.9% |
| 1Y | -1.7% | +52.6% | -54.2% | -8.0% |
| 3Y | +72.3% | +412.0% | -339.7% | +44.6% |
| All | +67.7% | +496.6% | -429.0% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling