+565.5%
SNPS vs XYL
+152.1%
+413.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.9% |
| 7D | -5.5% | +0.8% | -6.3% | -5.9% |
| 30D | -4.5% | -10.8% | +6.4% | +1.3% |
| 3M | -15.5% | -2.5% | -12.9% | -14.9% |
| 6M | -10.1% | -12.2% | +2.1% | -4.7% |
| YTD | -16.3% | -20.1% | +3.8% | -7.4% |
| 1Y | -34.9% | -20.6% | -14.3% | -27.5% |
| 3Y | -14.4% | +17.3% | -31.7% | -22.6% |
| 5Y | +17.9% | -14.5% | +32.4% | +21.4% |
| All | +565.5% | +152.1% | +413.4% | +335.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling