+133.1%
XLC vs SNAP
-62.9%
+196.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +2.2% |
| 7D | +7.1% | -7.3% | +14.4% | +8.1% |
| 30D | -2.7% | -18.9% | +16.2% | +0.1% |
| 3M | -3.2% | -5.3% | +2.1% | -3.0% |
| 6M | -7.7% | -16.9% | +9.3% | -6.2% |
| YTD | -8.0% | -37.4% | +29.5% | -3.4% |
| 1Y | -3.1% | -38.5% | +35.4% | +1.9% |
| 3Y | +64.9% | -55.1% | +120.0% | +70.4% |
| 5Y | +39.5% | -90.8% | +130.3% | +66.2% |
| All | +133.1% | -62.9% | +196.0% | +88.7% |
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