+30.8%
XLV vs SN
+344.9%
-314.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -3.6% | -7.3% | +3.7% | -2.9% |
| 30D | -1.8% | -13.6% | +11.8% | -0.6% |
| 3M | +7.8% | +18.6% | -10.8% | +5.9% |
| 6M | +9.1% | +46.0% | -36.9% | +4.8% |
| YTD | +7.7% | +43.7% | -36.0% | +3.5% |
| 1Y | +20.4% | +39.2% | -18.8% | +15.8% |
| 3Y | +30.8% | +306.5% | -275.7% | +13.5% |
| All | +30.8% | +344.9% | -314.2% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling