+5,680.3%
SNPS vs XEL
+1,813.9%
+3,866.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +1.1% | +2.4% | -1.4% | +0.5% |
| 30D | -5.2% | +8.3% | -13.4% | -7.1% |
| 3M | +10.6% | +4.2% | +6.4% | +9.2% |
| 6M | -10.6% | +3.7% | -14.3% | -11.7% |
| YTD | -3.1% | +13.1% | -16.1% | -6.8% |
| 1Y | +15.6% | +5.0% | +10.6% | +13.2% |
| 3Y | -12.9% | +55.0% | -67.9% | -24.4% |
| 5Y | +31.2% | +51.8% | -20.6% | +13.8% |
| 10Y | +663.4% | +185.6% | +477.8% | +462.4% |
| All | +5,680.3% | +1,813.9% | +3,866.4% | +2,049.1% |
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