-78.5%
SNAP vs XLRE
+92.2%
-170.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | +6.0% | +0.8% | +5.2% | +5.3% |
| 30D | -13.8% | +6.9% | -20.7% | -18.2% |
| 3M | -0.8% | -0.8% | +0.1% | +0.4% |
| 6M | -6.2% | +2.1% | -8.3% | -7.8% |
| YTD | -34.8% | +12.6% | -47.4% | -41.0% |
| 1Y | -38.7% | +12.5% | -51.2% | -44.5% |
| 3Y | -53.5% | +44.2% | -97.7% | -65.9% |
| 5Y | -90.2% | +9.1% | -99.3% | -91.0% |
| All | -78.5% | +92.2% | -170.7% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling