+17.1%
SNPS vs XLB
+36.1%
-19.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.1% |
| 7D | -11.0% | -1.4% | -9.6% | -9.9% |
| 30D | -1.7% | -0.4% | -1.4% | -1.5% |
| 3M | -20.4% | +2.0% | -22.3% | -22.3% |
| 6M | -8.6% | +1.8% | -10.4% | -11.1% |
| YTD | -16.2% | +16.6% | -32.7% | -28.8% |
| 1Y | -34.6% | +16.9% | -51.5% | -44.6% |
| 3Y | -14.5% | +32.6% | -47.0% | -35.8% |
| All | +17.1% | +36.1% | -19.0% | -13.8% |
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