+72.7%
XLC vs SN
+389.7%
-316.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -0.8% | -9.3% | +8.5% | +0.5% |
| 30D | +1.0% | -4.8% | +5.8% | +1.7% |
| 3M | -0.7% | +40.4% | -41.1% | -6.0% |
| 6M | -5.1% | +50.9% | -56.1% | -11.6% |
| YTD | -4.3% | +54.9% | -59.2% | -11.4% |
| 1Y | -0.6% | +43.0% | -43.6% | -7.0% |
| All | +72.7% | +389.7% | -316.9% | +33.4% |
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