+143.9%
XLB vs SNAP
-77.7%
+221.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | -0.2% |
| 7D | -1.6% | -9.8% | +8.2% | -0.9% |
| 30D | +7.2% | -18.2% | +25.5% | +8.9% |
| 3M | 0.0% | -3.1% | +3.1% | -0.1% |
| 6M | +2.3% | -7.1% | +9.4% | +2.2% |
| YTD | +18.4% | -33.8% | +52.2% | +21.0% |
| 1Y | +23.3% | -39.0% | +62.4% | +26.8% |
| 3Y | +45.2% | -52.8% | +98.0% | +47.3% |
| 5Y | +31.0% | -90.0% | +120.9% | +41.7% |
| All | +143.9% | -77.7% | +221.7% | +116.3% |
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