-7.6%
SNPS vs XOP
+35.7%
-43.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.4% | +3.6% |
| 7D | +0.2% | -10.0% | +10.2% | +2.4% |
| 30D | -8.4% | -9.1% | +0.6% | -6.8% |
| 3M | +12.3% | +5.1% | +7.2% | +10.2% |
| 6M | -9.6% | +6.4% | -16.0% | -11.9% |
| YTD | -0.6% | +39.7% | -40.3% | -13.3% |
| 1Y | +18.7% | +37.2% | -18.5% | +4.0% |
| 3Y | -7.6% | +37.6% | -45.2% | -18.5% |
| All | -7.6% | +35.7% | -43.3% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 3y: compounded portfolio wealth divided by compounded XOP 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…
3y analysis · Full analysis span regression · 6 months rolling