+43.7%
XLP vs SN
+384.9%
-341.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +3.5% | +3.8% | -0.3% | +3.2% |
| 30D | +11.6% | +17.5% | -6.0% | +10.5% |
| 3M | +7.6% | +19.2% | -11.6% | +6.4% |
| 6M | +10.0% | +84.9% | -74.9% | +5.9% |
| YTD | +19.7% | +94.0% | -74.3% | +14.7% |
| 1Y | +23.5% | +151.3% | -127.9% | +16.5% |
| All | +43.7% | +384.9% | -341.2% | +24.6% |
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