+137.9%
XLB vs SNAP
-77.4%
+215.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | -0.2% | +1.5% | -1.7% | -0.4% |
| 30D | -1.7% | +1.9% | -3.6% | -2.0% |
| 3M | +4.4% | -3.9% | +8.2% | +4.3% |
| 6M | +5.0% | +5.2% | -0.2% | +3.7% |
| YTD | +15.5% | -32.7% | +48.2% | +18.1% |
| 1Y | +14.9% | -24.8% | +39.7% | +16.1% |
| 3Y | +34.5% | -42.2% | +76.7% | +34.5% |
| 5Y | +36.5% | -92.7% | +129.2% | +51.4% |
| All | +137.9% | -77.4% | +215.3% | +111.3% |
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