-1.7%
XLC vs SNAP
-25.5%
+23.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | +0.6% | +1.5% | -0.9% | +0.4% |
| 30D | +0.2% | +1.9% | -1.6% | -0.1% |
| 3M | +0.6% | -3.9% | +4.5% | +0.3% |
| 6M | -4.5% | +5.2% | -9.7% | -6.6% |
| YTD | -4.7% | -32.7% | +28.0% | -4.7% |
| 1Y | -1.7% | -24.8% | +23.1% | -1.5% |
| All | -1.7% | -25.5% | +23.9% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling