+16.5%
SNPS vs XYL
-14.7%
+31.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -2.2% |
| 7D | -5.5% | +1.8% | -7.3% | -6.5% |
| 30D | -5.8% | -9.2% | +3.5% | -0.3% |
| 3M | -17.2% | -0.3% | -16.9% | -17.8% |
| 6M | -10.4% | -11.0% | +0.6% | -5.1% |
| YTD | -16.5% | -19.2% | +2.7% | -6.9% |
| 1Y | -35.6% | -21.2% | -14.4% | -26.8% |
| 3Y | -14.6% | +18.6% | -33.2% | -25.9% |
| 5Y | +16.5% | -14.3% | +30.8% | +24.3% |
| All | +16.5% | -14.7% | +31.2% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling