+2,428.3%
SNPS vs XOP
+67.7%
+2,360.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.4% | +3.6% |
| 7D | +0.2% | -10.0% | +10.2% | +2.7% |
| 30D | -8.4% | -9.1% | +0.6% | -6.5% |
| 3M | +12.3% | +5.1% | +7.2% | +10.5% |
| 6M | -9.6% | +6.4% | -16.0% | -11.7% |
| YTD | -0.6% | +39.7% | -40.3% | -9.9% |
| 1Y | +18.7% | +37.2% | -18.5% | +8.0% |
| 3Y | -7.6% | +37.6% | -45.2% | -16.9% |
| 5Y | +34.1% | +76.5% | -42.4% | +10.7% |
| 10Y | +691.2% | +42.6% | +648.6% | +511.4% |
| All | +2,428.3% | +67.7% | +2,360.5% | +1,410.7% |
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