-4.1%
XLC vs SNAP
-41.1%
+37.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.6% |
| 7D | +3.1% | +2.6% | +0.5% | +2.7% |
| 30D | -4.2% | -19.6% | +15.4% | -1.5% |
| 3M | -2.1% | +0.4% | -2.5% | -2.7% |
| 6M | -6.6% | -5.9% | -0.7% | -7.1% |
| YTD | -7.8% | -35.3% | +27.5% | -7.6% |
| 1Y | -4.1% | -42.6% | +38.5% | -0.9% |
| All | -4.1% | -41.1% | +37.0% | -0.9% |
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 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