+64.0%
XLC vs SN
+671.3%
-607.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.7% |
| 7D | +3.7% | +1.5% | +2.2% | +3.5% |
| 30D | -1.9% | +21.5% | -23.4% | -4.4% |
| 3M | -3.1% | +20.0% | -23.2% | -5.5% |
| 6M | -6.4% | +119.9% | -126.3% | -15.9% |
| YTD | -6.8% | +102.3% | -109.1% | -15.8% |
| 1Y | -1.7% | +148.0% | -149.7% | -13.7% |
| 3Y | +64.7% | +450.0% | -385.3% | +34.1% |
| All | +64.0% | +671.3% | -607.3% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling