-91.0%
SNAP vs XYL
-21.3%
-69.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -0.7% |
| 7D | -7.1% | +5.9% | -13.0% | -11.3% |
| 30D | -14.6% | -3.9% | -10.7% | -13.2% |
| 3M | -5.0% | -18.7% | +13.7% | +11.1% |
| 6M | -18.8% | -16.9% | -2.0% | -7.6% |
| YTD | -38.5% | -27.4% | -11.2% | -22.1% |
| 1Y | -38.1% | -34.0% | -4.1% | -14.1% |
| 3Y | -53.8% | +5.6% | -59.4% | -60.8% |
| All | -91.0% | -21.3% | -69.7% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling