-5.8%
XLC vs SNPS
+6.4%
-12.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.8% | -3.9% | +5.7% | +1.9% |
| 30D | -6.0% | -5.2% | -0.7% | -5.7% |
| 3M | -6.0% | +14.6% | -20.6% | -7.0% |
| 6M | -9.1% | -6.9% | -2.1% | -9.1% |
| YTD | -10.0% | -1.4% | -8.6% | -12.2% |
| 1Y | -5.8% | +11.2% | -17.0% | -9.1% |
| All | -5.8% | +6.4% | -12.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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