+62.4%
XLI vs SN
+476.8%
-414.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.9% |
| 7D | -0.6% | -3.4% | +2.8% | 0.0% |
| 30D | -6.9% | -9.1% | +2.1% | -5.5% |
| 3M | -1.9% | +31.8% | -33.7% | -6.7% |
| 6M | +1.0% | +52.0% | -51.0% | -6.6% |
| YTD | +11.3% | +51.3% | -40.0% | +2.9% |
| 1Y | +15.8% | +46.9% | -31.1% | +7.2% |
| 3Y | +69.8% | +394.9% | -325.1% | +40.1% |
| All | +62.4% | +476.8% | -414.3% | +34.3% |
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