+572.1%
SNPS vs XYL
+149.5%
+422.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | -4.6% | -1.2% | -3.4% | -4.0% |
| 30D | -3.3% | -13.2% | +9.8% | +4.0% |
| 3M | -13.8% | -0.2% | -13.6% | -14.3% |
| 6M | -8.2% | -12.5% | +4.3% | -2.6% |
| YTD | -15.4% | -20.9% | +5.4% | -6.0% |
| 1Y | +2.4% | -21.6% | +24.0% | +14.8% |
| 3Y | -13.5% | +16.1% | -29.6% | -21.4% |
| 5Y | +19.5% | -15.6% | +35.1% | +23.8% |
| All | +572.1% | +149.5% | +422.6% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XYL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling