+71.5%
XLI vs SN
+440.0%
-368.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | +3.8% | +1.5% | +2.2% | +3.4% |
| 30D | +1.0% | +21.5% | -20.5% | -2.9% |
| 3M | -8.9% | +20.0% | -29.0% | -12.4% |
| 6M | -2.3% | +119.9% | -122.2% | -17.4% |
| YTD | +9.7% | +102.3% | -92.6% | -6.2% |
| 1Y | +12.3% | +148.0% | -135.7% | -7.9% |
| 3Y | +71.5% | +450.0% | -378.5% | +20.3% |
| All | +71.5% | +440.0% | -368.5% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling