+61.0%
XLC vs SN
+397.9%
-336.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | 0.0% |
| 7D | +4.9% | +7.2% | -2.3% | +3.8% |
| 30D | -5.8% | +20.4% | -26.2% | -8.5% |
| 3M | -5.4% | +23.9% | -29.3% | -8.7% |
| 6M | -10.2% | +93.0% | -103.2% | -19.4% |
| YTD | -10.2% | +99.2% | -109.4% | -20.3% |
| 1Y | -5.6% | +142.6% | -148.2% | -19.1% |
| 3Y | +61.0% | +398.8% | -337.8% | +19.1% |
| All | +61.0% | +397.9% | -336.9% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling