-92.9%
SNAP vs XLRE
+6.4%
-99.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.1% |
| 7D | -5.0% | -0.7% | -4.3% | -4.3% |
| 30D | -0.7% | -2.2% | +1.5% | +1.5% |
| 3M | -5.0% | -2.6% | -2.4% | -2.8% |
| 6M | +3.5% | +2.6% | +0.9% | +0.4% |
| YTD | -34.2% | +9.3% | -43.5% | -40.3% |
| 1Y | -27.1% | +7.2% | -34.3% | -32.7% |
| 3Y | -43.5% | +31.3% | -74.8% | -58.6% |
| 5Y | -92.9% | +8.1% | -101.0% | -93.8% |
| All | -92.9% | +6.4% | -99.3% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling