+33.6%
XLY vs SN
+344.9%
-311.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -1.7% | -7.3% | +5.6% | +0.1% |
| 30D | -4.2% | -13.6% | +9.4% | -0.9% |
| 3M | -2.7% | +18.6% | -21.3% | -7.2% |
| 6M | -0.6% | +46.0% | -46.6% | -10.6% |
| YTD | -5.0% | +43.7% | -48.7% | -14.5% |
| 1Y | -4.1% | +39.2% | -43.3% | -13.3% |
| 3Y | +33.6% | +306.5% | -272.9% | -5.0% |
| All | +33.6% | +344.9% | -311.3% | -5.0% |
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 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