+572.1%
SNPS vs XLB
+162.9%
+409.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +2.0% |
| 7D | -4.6% | -3.5% | -1.1% | -1.9% |
| 30D | -3.3% | -4.7% | +1.3% | +0.2% |
| 3M | -13.8% | +2.7% | -16.5% | -16.1% |
| 6M | -8.2% | +2.6% | -10.8% | -10.9% |
| YTD | -15.4% | +12.8% | -28.3% | -24.3% |
| 1Y | +2.4% | +14.0% | -11.5% | -8.9% |
| 3Y | -13.5% | +31.5% | -45.0% | -31.1% |
| 5Y | +19.5% | +33.4% | -14.0% | -5.2% |
| All | +572.1% | +162.9% | +409.3% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling