+11.2%
SNPS vs XRT
+18.0%
-6.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -1.2% |
| 7D | -3.9% | +8.0% | -12.0% | -5.7% |
| 30D | -5.2% | +13.0% | -18.2% | -8.4% |
| 3M | +14.6% | +1.7% | +12.9% | +15.2% |
| 6M | -6.9% | +12.6% | -19.5% | -11.5% |
| YTD | -1.4% | +10.7% | -12.1% | -5.4% |
| 1Y | +11.2% | +18.4% | -7.2% | +6.0% |
| All | +11.2% | +18.0% | -6.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling