+17.9%
SNPS vs XEL
+29.4%
-11.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -5.5% | +0.9% | -6.4% | -5.5% |
| 30D | -4.5% | -0.9% | -3.6% | -4.4% |
| 3M | -15.5% | -1.4% | -14.1% | -15.5% |
| 6M | -10.1% | -5.8% | -4.3% | -9.8% |
| YTD | -16.3% | +4.7% | -21.0% | -17.0% |
| 1Y | -34.9% | +9.1% | -44.0% | -36.0% |
| 3Y | -14.4% | +47.8% | -62.2% | -21.1% |
| 5Y | +17.9% | +29.0% | -11.1% | +10.7% |
| All | +17.9% | +29.4% | -11.5% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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