+140.8%
XLB vs SNAP
-78.3%
+219.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.1% |
| 7D | 0.0% | +2.6% | -2.5% | -0.2% |
| 30D | +5.3% | -19.6% | +24.8% | +7.0% |
| 3M | 0.0% | +0.4% | -0.4% | -0.4% |
| 6M | +1.2% | -5.9% | +7.2% | +1.0% |
| YTD | +16.9% | -35.3% | +52.2% | +19.7% |
| 1Y | +20.9% | -42.6% | +63.5% | +24.9% |
| 3Y | +43.3% | -53.9% | +97.2% | +45.7% |
| 5Y | +28.3% | -90.3% | +118.6% | +39.2% |
| All | +140.8% | -78.3% | +219.1% | +114.0% |
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