+2,283.9%
SNPS vs XRT
+540.1%
+1,743.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -3.4% |
| 7D | -10.2% | +2.3% | -12.5% | -11.3% |
| 30D | -12.8% | +9.8% | -22.6% | -17.3% |
| 3M | +9.9% | -0.2% | +10.0% | +9.2% |
| 6M | -12.4% | +8.4% | -20.8% | -16.9% |
| YTD | -6.3% | +7.5% | -13.8% | -10.7% |
| 1Y | +7.6% | +13.2% | -5.5% | -0.2% |
| 3Y | -9.8% | +52.0% | -61.8% | -28.4% |
| 5Y | +29.2% | -3.2% | +32.4% | +26.5% |
| 10Y | +663.8% | +157.1% | +506.7% | +318.1% |
| All | +2,283.9% | +540.1% | +1,743.9% | +662.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling