+1,024.3%
XLY vs SNY
+241.9%
+782.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -1.7% | -3.3% | +1.6% | -0.4% |
| 30D | -4.2% | -2.2% | -2.0% | -3.4% |
| 3M | -2.7% | -3.0% | +0.4% | -1.8% |
| 6M | -0.6% | +2.7% | -3.4% | -2.0% |
| YTD | -5.0% | -6.8% | +1.8% | -3.0% |
| 1Y | -4.1% | -5.3% | +1.2% | -3.1% |
| 3Y | +33.6% | -9.8% | +43.4% | +32.6% |
| 5Y | +28.7% | +9.7% | +19.0% | +15.2% |
| 10Y | +219.6% | +64.5% | +155.1% | +133.8% |
| All | +1,024.3% | +241.9% | +782.4% | +411.8% |
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