+74.8%
XLF vs SN
+671.3%
-596.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.4% |
| 7D | +2.7% | +1.5% | +1.1% | +2.4% |
| 30D | +7.6% | +21.5% | -13.9% | +4.8% |
| 3M | +1.1% | +20.0% | -19.0% | -1.5% |
| 6M | +15.9% | +119.9% | -104.0% | +3.6% |
| YTD | +8.4% | +102.3% | -93.9% | -2.3% |
| 1Y | +12.5% | +148.0% | -135.5% | -1.5% |
| 3Y | +81.6% | +450.0% | -368.5% | +48.7% |
| All | +74.8% | +671.3% | -596.5% | +42.7% |
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