-53.8%
SNAP vs XYL
+5.2%
-59.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -1.1% |
| 7D | -7.1% | +5.9% | -13.0% | -10.4% |
| 30D | -14.6% | -3.9% | -10.7% | -13.4% |
| 3M | -5.0% | -18.7% | +13.7% | +8.5% |
| 6M | -18.8% | -16.9% | -2.0% | -9.2% |
| YTD | -38.5% | -27.4% | -11.2% | -24.8% |
| 1Y | -38.1% | -34.0% | -4.1% | -17.7% |
| 3Y | -53.8% | +5.6% | -59.4% | -61.2% |
| All | -53.8% | +5.2% | -59.0% | -61.2% |
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 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