+2.4%
SNPS vs XRT
-2.3%
+4.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -4.6% | -3.6% | -1.0% | -3.1% |
| 30D | -3.3% | -6.7% | +3.4% | -0.3% |
| 3M | -13.8% | -1.4% | -12.4% | -14.2% |
| 6M | -8.2% | +1.7% | -9.9% | -11.1% |
| YTD | -15.4% | -1.5% | -14.0% | -16.4% |
| 1Y | +2.4% | -2.5% | +4.9% | +6.0% |
| All | +2.4% | -2.3% | +4.8% | +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