+1,672.5%
SNPS vs XHB
+173.9%
+1,498.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.8% |
| 7D | -11.0% | -1.3% | -9.7% | -10.5% |
| 30D | -1.7% | -6.9% | +5.1% | +1.2% |
| 3M | -20.4% | -1.3% | -19.1% | -20.4% |
| 6M | -8.6% | -6.8% | -1.8% | -6.7% |
| YTD | -16.2% | +0.7% | -16.9% | -17.5% |
| 1Y | -34.6% | -11.2% | -23.3% | -32.1% |
| 3Y | -14.5% | +25.3% | -39.8% | -24.3% |
| 5Y | +17.0% | +37.3% | -20.3% | -0.5% |
| 10Y | +560.0% | +211.5% | +348.5% | +302.7% |
| All | +1,672.5% | +173.9% | +1,498.6% | +814.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling