+11.0%
XLF vs SN
+143.9%
-132.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.0% | +3.5% | -4.5% | -1.5% |
| 30D | +6.5% | +19.4% | -12.9% | +3.9% |
| 3M | +1.8% | +20.9% | -19.1% | -0.8% |
| 6M | +15.4% | +111.1% | -95.8% | +2.8% |
| YTD | +8.4% | +102.8% | -94.4% | -3.3% |
| All | +11.0% | +143.9% | -132.9% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling