+1,767.9%
SNPS vs XLB
+835.7%
+932.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.5% |
| 7D | +0.2% | -1.4% | +1.6% | +1.0% |
| 30D | -8.4% | +7.1% | -15.5% | -12.1% |
| 3M | +12.3% | +0.6% | +11.6% | +11.5% |
| 6M | -9.6% | +3.5% | -13.1% | -12.0% |
| YTD | -0.6% | +18.2% | -18.8% | -10.9% |
| 1Y | +18.7% | +25.6% | -6.9% | +2.5% |
| 3Y | -7.6% | +46.7% | -54.2% | -26.4% |
| 5Y | +34.1% | +30.9% | +3.2% | +14.8% |
| 10Y | +691.2% | +167.7% | +523.5% | +352.5% |
| All | +1,767.9% | +835.7% | +932.2% | +429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling