-12.9%
SNPS vs XRT
+58.7%
-71.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | +1.1% | +1.7% | -0.7% | +0.1% |
| 30D | -5.2% | +7.5% | -12.6% | -9.4% |
| 3M | +10.6% | +2.2% | +8.4% | +8.5% |
| 6M | -10.6% | +14.7% | -25.3% | -19.2% |
| YTD | -3.1% | +7.5% | -10.6% | -8.6% |
| 1Y | +15.6% | +14.1% | +1.4% | +4.6% |
| 3Y | -12.9% | +58.8% | -71.7% | -28.6% |
| All | -12.9% | +58.7% | -71.6% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling