+114.9%
XLK vs SN
+496.6%
-381.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -0.1% | -5.6% | +5.5% | +1.1% |
| 3M | +2.1% | +48.1% | -45.9% | -6.5% |
| 6M | +37.2% | +57.6% | -20.5% | +23.3% |
| YTD | +30.8% | +56.5% | -25.7% | +17.5% |
| 1Y | +42.6% | +52.6% | -9.9% | +28.4% |
| 3Y | +121.8% | +412.0% | -290.2% | +77.5% |
| All | +114.9% | +496.6% | -381.8% | +71.8% |
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