+29.0%
XLB vs SNAP
-90.7%
+119.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | -0.5% |
| 7D | -1.5% | -7.1% | +5.6% | -1.0% |
| 30D | +6.1% | -14.6% | +20.7% | +7.2% |
| 3M | 0.0% | -5.0% | +5.0% | +0.1% |
| 6M | 0.0% | -18.8% | +18.8% | +0.9% |
| YTD | +16.0% | -38.5% | +54.6% | +19.2% |
| 1Y | +24.7% | -38.1% | +62.8% | +28.0% |
| 3Y | +40.4% | -53.8% | +94.1% | +42.4% |
| All | +29.0% | -90.7% | +119.7% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling