+1,873.7%
OXY vs SNPS
+5,427.6%
-3,553.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.1% |
| 7D | +1.6% | -11.0% | +12.6% | +3.5% |
| 30D | +11.6% | -1.7% | +13.3% | +11.6% |
| 3M | +2.8% | -20.4% | +23.2% | +6.1% |
| 6M | +13.0% | -8.6% | +21.7% | +13.3% |
| YTD | +47.4% | -16.2% | +63.5% | +49.3% |
| 1Y | +31.5% | -34.6% | +66.1% | +35.6% |
| 3Y | -1.9% | -14.5% | +12.5% | -5.5% |
| 5Y | +148.0% | +17.0% | +131.0% | +122.4% |
| 10Y | +2.3% | +560.0% | -557.8% | -31.1% |
| All | +1,873.7% | +5,427.6% | -3,553.9% | +875.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling