+656.9%
XLP vs SNY
+286.7%
+370.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.5% | +2.8% | -0.3% | +1.8% |
| 30D | +7.3% | +21.6% | -14.3% | +2.0% |
| 3M | +8.1% | +10.5% | -2.4% | +5.3% |
| 6M | +10.5% | +14.0% | -3.5% | +6.6% |
| YTD | +21.2% | +5.4% | +15.8% | +19.1% |
| 1Y | +22.7% | -2.5% | +25.2% | +22.9% |
| 3Y | +44.8% | +22.1% | +22.7% | +34.8% |
| 5Y | +44.7% | +18.0% | +26.7% | +33.2% |
| 10Y | +139.1% | +77.7% | +61.4% | +94.4% |
| All | +656.9% | +286.7% | +370.2% | +364.3% |
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