+7.8%
XLV vs SNDQ
-76.8%
+84.6%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.4% |
| 7D | -3.6% | +11.6% | -15.2% | -3.9% |
| 30D | -1.8% | -45.1% | +43.2% | -0.5% |
| 3M | +7.8% | -68.6% | +76.4% | +8.2% |
| All | +7.8% | -76.8% | +84.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 3mo: compounded portfolio wealth divided by compounded SNDQ 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…
3mo analysis · Full analysis span regression · Available span rolling