-14.6%
SNPS vs XYL
+18.1%
-32.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -2.1% |
| 7D | -5.5% | +1.8% | -7.3% | -6.4% |
| 30D | -5.8% | -9.2% | +3.5% | -0.7% |
| 3M | -17.2% | -0.3% | -16.9% | -17.9% |
| 6M | -10.4% | -11.0% | +0.6% | -5.3% |
| YTD | -16.5% | -19.2% | +2.7% | -7.2% |
| 1Y | -35.6% | -21.2% | -14.4% | -27.0% |
| 3Y | -14.6% | +18.6% | -33.2% | -22.7% |
| All | -14.6% | +18.1% | -32.7% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling