+588.7%
XLP vs SNY
+253.7%
+335.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | -0.9% | +3.4% | -4.3% | -1.7% |
| 3M | +3.8% | -0.3% | +4.1% | +3.8% |
| 6M | -1.7% | +1.0% | -2.8% | -2.2% |
| YTD | +10.3% | -3.6% | +13.9% | +10.9% |
| 1Y | +7.8% | +3.0% | +4.8% | +6.4% |
| 3Y | +27.2% | -4.3% | +31.5% | +25.4% |
| 5Y | +32.5% | +5.2% | +27.4% | +25.7% |
| 10Y | +101.8% | +70.2% | +31.6% | +65.8% |
| All | +588.7% | +253.7% | +335.0% | +332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling