+1,410.1%
SNPS vs XYL
+449.8%
+960.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.4% |
| 7D | -11.0% | -5.0% | -6.0% | -8.8% |
| 30D | -1.7% | -13.2% | +11.5% | +4.9% |
| 3M | -20.4% | -3.7% | -16.6% | -19.4% |
| 6M | -8.6% | -17.7% | +9.1% | -0.8% |
| YTD | -16.2% | -21.5% | +5.4% | -7.4% |
| 1Y | -34.6% | -24.5% | -10.1% | -26.2% |
| 3Y | -14.5% | +6.9% | -21.4% | -18.1% |
| 5Y | +17.0% | -18.1% | +35.1% | +23.0% |
| 10Y | +560.0% | +134.7% | +425.3% | +353.9% |
| All | +1,410.1% | +449.8% | +960.4% | +725.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling