+49.9%
XLE vs SNY
+2.7%
+47.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.7% | -9.5% | -4.4% |
| 7D | -7.2% | +12.4% | -19.6% | -6.7% |
| 30D | +0.1% | +20.1% | -20.0% | +0.8% |
| 3M | +9.2% | +11.2% | -2.0% | +9.8% |
| 6M | +8.4% | +9.5% | -1.1% | +8.8% |
| YTD | +44.9% | +3.4% | +41.5% | +46.8% |
| 1Y | +49.9% | +2.0% | +47.8% | +52.0% |
| All | +49.9% | +2.7% | +47.1% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling