+1,475.4%
SNPS vs XLB
+822.6%
+652.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | -11.0% | -1.4% | -9.6% | -10.2% |
| 30D | -1.7% | -0.4% | -1.4% | -1.6% |
| 3M | -20.4% | +2.0% | -22.3% | -21.6% |
| 6M | -8.6% | +1.8% | -10.4% | -10.2% |
| YTD | -16.2% | +16.6% | -32.7% | -24.1% |
| 1Y | -34.6% | +16.9% | -51.5% | -40.8% |
| 3Y | -14.5% | +32.6% | -47.0% | -27.7% |
| 5Y | +17.0% | +35.6% | -18.7% | -1.5% |
| 10Y | +560.0% | +160.0% | +400.0% | +284.4% |
| All | +1,475.4% | +822.6% | +652.8% | +351.1% |
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