+2,390.3%
SNPS vs XOP
+69.0%
+2,321.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -0.6% | -8.4% | +7.7% | +1.4% |
| 30D | -9.8% | -8.4% | -1.5% | -8.1% |
| 3M | +11.7% | +0.2% | +11.6% | +11.3% |
| 6M | -10.9% | +7.2% | -18.2% | -13.2% |
| YTD | -2.1% | +40.8% | -42.9% | -11.4% |
| 1Y | +14.8% | +36.3% | -21.5% | +4.6% |
| 3Y | -11.3% | +37.2% | -48.5% | -20.2% |
| 5Y | +36.2% | +86.6% | -50.4% | +11.0% |
| 10Y | +684.5% | +44.0% | +640.5% | +504.7% |
| All | +2,390.3% | +69.0% | +2,321.2% | +1,385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling