+29.9%
XLP vs SN
+659.6%
-629.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.4% |
| 7D | +0.7% | +7.2% | -6.4% | +0.4% |
| 30D | +10.3% | +20.4% | -10.1% | +9.2% |
| 3M | +6.5% | +23.9% | -17.4% | +5.3% |
| 6M | +8.4% | +93.0% | -84.7% | +4.6% |
| YTD | +18.2% | +99.2% | -81.0% | +13.6% |
| 1Y | +22.4% | +142.6% | -120.2% | +16.5% |
| 3Y | +41.9% | +398.8% | -356.9% | +29.0% |
| All | +29.9% | +659.6% | -629.7% | +17.5% |
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 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