+125.2%
XBI vs SNAP
-53.6%
+178.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -1.1% | +6.0% | -7.1% | -2.0% |
| 30D | +2.6% | -13.8% | +16.3% | +4.8% |
| 3M | -4.0% | -0.8% | -3.3% | -4.4% |
| 6M | +10.9% | -6.2% | +17.2% | +10.8% |
| YTD | +23.6% | -34.8% | +58.4% | +29.1% |
| 1Y | +35.1% | -38.7% | +73.8% | +42.4% |
| 3Y | +125.2% | -53.5% | +178.6% | +112.2% |
| All | +125.2% | -53.6% | +178.8% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling