+21.1%
XLP vs SN
+490.7%
-469.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.0% | -9.3% | +8.3% | -0.6% |
| 30D | -0.9% | -4.8% | +3.9% | -0.7% |
| 3M | +3.8% | +40.4% | -36.6% | +1.9% |
| 6M | -1.7% | +50.9% | -52.7% | -4.1% |
| YTD | +10.3% | +54.9% | -44.7% | +7.4% |
| 1Y | +7.8% | +43.0% | -35.2% | +5.4% |
| 3Y | +27.2% | +391.8% | -364.6% | +16.6% |
| All | +21.1% | +490.7% | -469.5% | +11.1% |
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