+102.4%
XLP vs SNY
+64.3%
+38.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -2.5% | -3.6% | +1.1% | -1.6% |
| 30D | -1.9% | -1.9% | 0.0% | -1.4% |
| 3M | -2.1% | -2.0% | -0.2% | -1.7% |
| 6M | -1.8% | +2.5% | -4.4% | -2.7% |
| YTD | +8.3% | -7.0% | +15.3% | +9.9% |
| 1Y | +6.8% | -4.4% | +11.2% | +7.4% |
| 3Y | +25.7% | -8.4% | +34.1% | +25.3% |
| 5Y | +31.9% | +9.5% | +22.4% | +21.7% |
| All | +102.4% | +64.3% | +38.1% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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