-4.1%
XLC vs SN
+143.5%
-147.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +2.1% |
| 7D | +7.1% | +7.6% | -0.6% | +6.3% |
| 30D | -2.7% | +24.1% | -26.8% | -4.8% |
| 3M | -3.2% | +23.7% | -26.9% | -5.4% |
| 6M | -7.7% | +105.5% | -113.2% | -14.4% |
| YTD | -8.0% | +105.1% | -113.1% | -15.2% |
| All | -4.1% | +143.5% | -147.6% | -13.0% |
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