+33.2%
SNPS vs XEL
+50.1%
-17.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -8.0% | +9.3% | -17.4% | -8.5% |
| 3M | +12.5% | +5.3% | +7.2% | +12.2% |
| 6M | -10.5% | +2.2% | -12.7% | -10.6% |
| YTD | -1.6% | +12.3% | -14.0% | -2.7% |
| 1Y | +16.8% | +3.0% | +13.8% | +16.5% |
| 3Y | -10.9% | +51.6% | -62.5% | -16.4% |
| All | +33.2% | +50.1% | -17.0% | +20.6% |
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