+147.9%
OXY vs SNPS
+18.8%
+129.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.8% | +0.9% | +1.9% | +2.7% |
| 30D | +5.5% | -3.6% | +9.1% | +5.7% |
| 3M | +11.3% | -12.9% | +24.2% | +12.7% |
| 6M | +11.6% | -8.2% | +19.8% | +11.7% |
| YTD | +51.6% | -15.4% | +67.0% | +52.8% |
| 1Y | +36.2% | -9.3% | +45.5% | +35.4% |
| 3Y | +1.7% | -14.0% | +15.7% | -5.6% |
| All | +147.9% | +18.8% | +129.1% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 5y: compounded portfolio wealth divided by compounded SNPS 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…
5y analysis · Full analysis span regression · 6 months rolling