-77.7%
SNAP vs XLRE
+88.7%
-166.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.4% |
| 7D | +0.7% | -1.2% | +2.0% | +1.7% |
| 30D | +2.6% | -2.8% | +5.4% | +5.1% |
| 3M | -9.9% | -0.2% | -9.7% | -10.0% |
| 6M | +1.9% | +1.9% | -0.1% | -0.1% |
| YTD | -32.2% | +10.6% | -42.8% | -38.0% |
| 1Y | -22.8% | +8.8% | -31.7% | -28.5% |
| 3Y | -47.6% | +31.5% | -79.1% | -58.7% |
| 5Y | -92.7% | +6.6% | -99.3% | -93.2% |
| All | -77.7% | +88.7% | -166.3% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling