+56.8%
XLE vs SN
+681.9%
-625.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.4% |
| 7D | -7.9% | +7.6% | -15.5% | -8.3% |
| 30D | -4.8% | +24.1% | -28.9% | -6.1% |
| 3M | +8.4% | +23.7% | -15.3% | +6.9% |
| 6M | +12.7% | +105.5% | -92.9% | +6.4% |
| YTD | +41.3% | +105.1% | -63.8% | +32.8% |
| 1Y | +42.3% | +148.3% | -106.0% | +30.5% |
| 3Y | +65.1% | +438.7% | -373.6% | +43.3% |
| All | +56.8% | +681.9% | -625.1% | +36.4% |
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 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