+28.6%
XLB vs SNAP
-90.3%
+118.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +0.5% | +6.0% | -5.5% | 0.0% |
| 30D | +5.2% | -13.8% | +18.9% | +6.3% |
| 3M | +0.3% | -0.8% | +1.1% | 0.0% |
| 6M | +1.2% | -6.2% | +7.4% | +1.0% |
| YTD | +16.6% | -34.8% | +51.5% | +19.3% |
| 1Y | +21.4% | -38.7% | +60.1% | +24.7% |
| 3Y | +43.2% | -53.5% | +96.7% | +45.2% |
| All | +28.6% | -90.3% | +118.9% | +43.9% |
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