+28.4%
SNPS vs XLB
+30.2%
-1.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -2.4% |
| 7D | -10.2% | -0.4% | -9.8% | -9.9% |
| 30D | -12.8% | +5.2% | -18.1% | -16.8% |
| 3M | +9.9% | -0.1% | +10.0% | +9.5% |
| 6M | -12.4% | +2.4% | -14.8% | -15.2% |
| YTD | -6.3% | +16.9% | -23.1% | -20.8% |
| 1Y | +7.6% | +25.0% | -17.4% | -15.1% |
| 3Y | -9.8% | +40.7% | -50.4% | -36.2% |
| All | +28.4% | +30.2% | -1.8% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling