-77.8%
SNAP vs XYL
+146.8%
-224.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -2.6% |
| 7D | +1.5% | +1.8% | -0.3% | +0.3% |
| 30D | +1.9% | -9.2% | +11.1% | +8.2% |
| 3M | -3.9% | -0.3% | -3.6% | -4.1% |
| 6M | +5.2% | -11.0% | +16.2% | +12.7% |
| YTD | -32.7% | -19.2% | -13.5% | -23.9% |
| 1Y | -24.8% | -21.2% | -3.6% | -13.7% |
| 3Y | -42.2% | +18.6% | -60.8% | -48.4% |
| 5Y | -92.7% | -14.3% | -78.4% | -92.4% |
| All | -77.8% | +146.8% | -224.7% | -83.2% |
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