+32.1%
XLY vs SN
+453.9%
-421.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.5% | +0.4% |
| 7D | -3.9% | -7.2% | +3.3% | -2.4% |
| 30D | -6.1% | -13.4% | +7.3% | -3.4% |
| 3M | -1.2% | +26.8% | -27.9% | -6.3% |
| 6M | -1.8% | +44.6% | -46.4% | -9.8% |
| YTD | -5.9% | +45.3% | -51.2% | -13.9% |
| 1Y | -3.1% | +40.1% | -43.2% | -11.0% |
| 3Y | +36.0% | +375.3% | -339.3% | +9.1% |
| All | +32.1% | +453.9% | -421.8% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling