+61.2%
XLE vs SN
+490.7%
-429.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | +2.2% | -9.3% | +11.5% | +2.8% |
| 30D | +11.8% | -4.8% | +16.6% | +12.1% |
| 3M | +9.8% | +40.4% | -30.6% | +6.6% |
| 6M | +15.6% | +50.9% | -35.4% | +11.2% |
| YTD | +45.3% | +54.9% | -9.7% | +39.0% |
| 1Y | +48.3% | +43.0% | +5.3% | +43.0% |
| 3Y | +55.4% | +391.8% | -336.4% | +37.8% |
| All | +61.2% | +490.7% | -429.5% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling