+69.9%
XLF vs SN
+447.8%
-377.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.5% | -7.3% | +5.8% | -0.5% |
| 30D | -1.2% | -13.6% | +12.5% | +0.7% |
| 3M | +9.2% | +18.6% | -9.4% | +6.4% |
| 6M | +16.3% | +46.0% | -29.6% | +9.7% |
| YTD | +5.4% | +43.7% | -38.3% | -0.5% |
| 1Y | +7.6% | +39.2% | -31.6% | +1.7% |
| 3Y | +74.2% | +306.5% | -232.3% | +49.3% |
| All | +69.9% | +447.8% | -377.9% | +45.4% |
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