+58.1%
XLE vs SN
+397.9%
-339.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | -12.0% | +7.2% | -19.2% | -12.4% |
| 30D | -2.7% | +20.4% | -23.1% | -4.1% |
| 3M | +6.6% | +23.9% | -17.3% | +4.7% |
| 6M | +9.5% | +93.0% | -83.5% | +2.6% |
| YTD | +40.6% | +99.2% | -58.7% | +30.3% |
| 1Y | +43.6% | +142.6% | -99.0% | +28.8% |
| 3Y | +58.1% | +398.8% | -340.7% | +22.9% |
| All | +58.1% | +397.9% | -339.8% | +22.9% |
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