+1,979.7%
SNPS vs XHB
+175.0%
+1,804.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.2% | -4.1% | +3.9% | +1.6% |
| 30D | -8.0% | +9.6% | -17.7% | -11.9% |
| 3M | +12.5% | -6.0% | +18.5% | +14.9% |
| 6M | -10.5% | +2.2% | -12.7% | -12.2% |
| YTD | -1.6% | +1.1% | -2.8% | -3.8% |
| 1Y | +16.8% | -1.7% | +18.5% | +15.5% |
| 3Y | -10.9% | +36.5% | -47.4% | -24.2% |
| 5Y | +35.8% | +33.5% | +2.3% | +16.3% |
| 10Y | +675.0% | +240.9% | +434.1% | +356.7% |
| All | +1,979.7% | +175.0% | +1,804.7% | +966.6% |
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