-43.7%
SNAP vs XYL
+12.6%
-56.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -2.5% |
| 7D | +0.7% | -5.0% | +5.8% | +4.8% |
| 30D | +2.6% | -13.2% | +15.8% | +14.3% |
| 3M | -9.9% | -3.7% | -6.2% | -7.7% |
| 6M | +1.9% | -17.7% | +19.6% | +17.7% |
| YTD | -32.2% | -21.5% | -10.7% | -19.8% |
| 1Y | -22.8% | -24.5% | +1.6% | -5.8% |
| All | -43.7% | +12.6% | -56.3% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling