+824.9%
XLV vs SNY
+241.9%
+582.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -3.3% | -0.2% | -2.4% |
| 30D | -1.8% | -2.2% | +0.3% | -1.0% |
| 3M | +7.8% | -3.0% | +10.8% | +8.9% |
| 6M | +9.1% | +2.7% | +6.4% | +7.9% |
| YTD | +7.7% | -6.8% | +14.6% | +10.0% |
| 1Y | +20.4% | -5.3% | +25.7% | +22.0% |
| 3Y | +30.8% | -9.8% | +40.6% | +31.5% |
| 5Y | +34.6% | +9.7% | +25.0% | +23.9% |
| 10Y | +173.4% | +64.5% | +108.9% | +114.4% |
| All | +824.9% | +241.9% | +582.9% | +406.0% |
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