+140.2%
XLB vs SNAP
-77.2%
+217.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | 0.0% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -0.4% | +2.6% | -3.0% | -0.7% |
| 3M | +2.0% | -9.9% | +11.9% | +2.4% |
| 6M | +1.8% | +1.9% | 0.0% | +0.8% |
| YTD | +16.6% | -32.2% | +48.8% | +19.2% |
| 1Y | +16.9% | -22.8% | +39.8% | +17.9% |
| 3Y | +32.6% | -47.6% | +80.2% | +33.5% |
| 5Y | +35.6% | -92.7% | +128.4% | +50.5% |
| All | +140.2% | -77.2% | +217.4% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling