+720.1%
SNPS vs XLRE
+111.8%
+608.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -5.5% | -0.3% | -5.2% | -5.3% |
| 30D | -5.8% | -2.4% | -3.4% | -4.3% |
| 3M | -17.2% | +0.6% | -17.8% | -17.9% |
| 6M | -10.4% | +3.9% | -14.3% | -13.3% |
| YTD | -16.5% | +10.5% | -27.0% | -22.7% |
| 1Y | -35.6% | +8.4% | -44.0% | -39.6% |
| 3Y | -14.6% | +32.8% | -47.4% | -31.5% |
| 5Y | +16.5% | +7.0% | +9.4% | +8.9% |
| 10Y | +556.6% | +83.8% | +472.7% | +335.1% |
| All | +720.1% | +111.8% | +608.3% | +409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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