+26.9%
XLV vs SN
+46.4%
-19.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | +0.2% | -9.3% | +9.5% | +0.8% |
| 30D | +4.4% | -4.8% | +9.2% | +4.7% |
| 3M | +13.2% | +40.4% | -27.2% | +10.1% |
| 6M | +10.1% | +50.9% | -40.8% | +6.0% |
| YTD | +11.7% | +54.9% | -43.2% | +7.2% |
| 1Y | +26.9% | +43.0% | -16.1% | +16.3% |
| All | +26.9% | +46.4% | -19.4% | +16.3% |
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