+1,674.1%
SNPS vs XYL
+389.1%
+1,285.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.6% |
| 7D | +5.1% | -6.0% | +11.1% | +7.9% |
| 30D | -6.4% | -8.3% | +1.9% | -4.3% |
| 3M | +12.2% | -22.6% | +34.8% | +23.9% |
| 6M | -9.8% | -15.0% | +5.2% | -5.1% |
| YTD | -1.5% | -30.2% | +28.7% | +12.6% |
| 1Y | +16.0% | -36.4% | +52.4% | +38.7% |
| 3Y | -10.8% | -0.9% | -9.9% | -13.1% |
| 5Y | +33.3% | -23.4% | +56.7% | +42.3% |
| 10Y | +675.9% | +100.9% | +575.0% | +459.6% |
| All | +1,674.1% | +389.1% | +1,285.0% | +903.5% |
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