+60.0%
XLI vs SN
+671.7%
-611.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -1.5% | +7.6% | -9.1% | -2.7% |
| 30D | -0.3% | +22.4% | -22.8% | -3.6% |
| 3M | -8.4% | +21.7% | -30.0% | -11.5% |
| 6M | -2.1% | +102.8% | -104.9% | -13.6% |
| YTD | +9.6% | +102.4% | -92.8% | -3.6% |
| 1Y | +10.7% | +139.0% | -128.3% | -5.3% |
| 3Y | +71.6% | +440.4% | -368.8% | +35.3% |
| All | +60.0% | +671.7% | -611.7% | +25.9% |
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