-79.4%
SNAP vs XYL
+125.2%
-204.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +0.9% |
| 7D | -7.3% | +2.1% | -9.4% | -8.4% |
| 30D | -18.9% | -3.4% | -15.6% | -18.0% |
| 3M | -5.3% | -17.2% | +11.9% | +5.2% |
| 6M | -16.9% | -12.0% | -4.9% | -11.5% |
| YTD | -37.4% | -26.3% | -11.1% | -26.0% |
| 1Y | -38.5% | -33.5% | -5.0% | -22.4% |
| 3Y | -55.1% | +6.4% | -61.5% | -57.7% |
| 5Y | -90.8% | -20.9% | -69.9% | -90.1% |
| All | -79.4% | +125.2% | -204.5% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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