+124.3%
XBI vs SNAP
-76.3%
+200.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | -4.6% | +3.8% | -8.5% | -5.3% |
| 30D | -2.0% | +9.2% | -11.2% | -3.6% |
| 3M | +17.8% | +6.6% | +11.2% | +15.5% |
| 6M | +23.7% | +16.9% | +6.8% | +18.8% |
| YTD | +28.2% | -29.6% | +57.8% | +33.1% |
| 1Y | +64.0% | -22.1% | +86.1% | +66.5% |
| 3Y | +99.4% | -39.8% | +139.2% | +98.7% |
| 5Y | +19.3% | -92.4% | +111.7% | +46.8% |
| All | +124.3% | -76.3% | +200.6% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling