-11.3%
SNPS vs XYL
+3.5%
-14.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.5% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | -9.8% | -5.7% | -4.1% | -9.2% |
| 3M | +11.7% | -19.8% | +31.5% | +22.4% |
| 6M | -10.9% | -14.2% | +3.2% | -6.7% |
| YTD | -2.1% | -28.1% | +26.0% | +12.7% |
| 1Y | +14.8% | -35.0% | +49.8% | +42.3% |
| 3Y | -11.3% | +2.1% | -13.4% | -13.8% |
| All | -11.3% | +3.5% | -14.8% | -13.8% |
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 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