+65.7%
XLI vs SN
+490.7%
-424.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -1.1% | -9.3% | +8.3% | +0.5% |
| 30D | -5.9% | -4.8% | -1.2% | -5.3% |
| 3M | -0.3% | +40.4% | -40.7% | -6.2% |
| 6M | +0.1% | +50.9% | -50.8% | -7.3% |
| YTD | +13.6% | +54.9% | -41.4% | +4.6% |
| 1Y | +17.2% | +43.0% | -25.8% | +8.9% |
| 3Y | +68.2% | +391.8% | -323.6% | +38.4% |
| All | +65.7% | +490.7% | -424.9% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling