+4,901.1%
SNPS vs XEL
+1,661.6%
+3,239.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | -11.0% | -1.0% | -10.1% | -10.8% |
| 30D | -1.7% | -1.9% | +0.2% | -1.3% |
| 3M | -20.4% | -1.9% | -18.5% | -20.1% |
| 6M | -8.6% | -7.4% | -1.2% | -7.2% |
| YTD | -16.2% | +4.1% | -20.2% | -17.5% |
| 1Y | -34.6% | +8.0% | -42.6% | -36.5% |
| 3Y | -14.5% | +48.4% | -62.9% | -25.0% |
| 5Y | +17.0% | +27.2% | -10.3% | +6.4% |
| 10Y | +560.0% | +146.8% | +413.2% | +404.5% |
| All | +4,901.1% | +1,661.6% | +3,239.6% | +1,801.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling