+2.4%
XLU vs SN
+38.1%
-35.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | -1.6% | -7.3% | +5.7% | -1.4% |
| 30D | -3.3% | -13.6% | +10.3% | -2.9% |
| 3M | -3.2% | +18.6% | -21.7% | -4.1% |
| 6M | -7.0% | +46.0% | -52.9% | -9.0% |
| YTD | +0.6% | +43.7% | -43.1% | -1.2% |
| 1Y | +2.4% | +39.2% | -36.7% | -1.0% |
| All | +2.4% | +38.1% | -35.6% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling