-14.6%
SNPS vs XHB
+26.5%
-41.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.6% |
| 7D | -5.5% | +0.2% | -5.7% | -5.6% |
| 30D | -5.8% | -9.1% | +3.3% | -1.7% |
| 3M | -17.2% | -2.3% | -14.9% | -17.0% |
| 6M | -10.4% | -4.1% | -6.3% | -9.8% |
| YTD | -16.5% | -1.7% | -14.8% | -17.6% |
| 1Y | -35.6% | -15.1% | -20.5% | -31.2% |
| 3Y | -14.6% | +26.8% | -41.4% | -25.4% |
| All | -14.6% | +26.5% | -41.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling