+37.7%
XLC vs SNAP
-92.8%
+130.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.6% |
| 7D | -0.8% | +0.7% | -1.6% | -1.0% |
| 30D | +1.0% | +2.6% | -1.6% | +0.5% |
| 3M | -0.7% | -9.9% | +9.2% | +0.1% |
| 6M | -5.1% | +1.9% | -7.0% | -6.6% |
| YTD | -4.3% | -32.2% | +27.9% | -0.5% |
| 1Y | -0.6% | -22.8% | +22.3% | +0.9% |
| 3Y | +72.7% | -47.6% | +120.3% | +73.9% |
| All | +37.7% | -92.8% | +130.5% | +64.5% |
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 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