+139.9%
XLC vs SNPS
+338.9%
-199.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | -5.5% | +4.1% | +0.4% |
| 30D | -0.9% | -4.5% | +3.6% | -0.1% |
| 3M | -0.3% | -15.5% | +15.2% | +4.3% |
| 6M | -5.2% | -10.1% | +4.9% | -3.9% |
| YTD | -5.3% | -16.3% | +11.0% | -2.5% |
| 1Y | -2.8% | -34.9% | +32.1% | +4.2% |
| 3Y | +71.2% | -14.4% | +85.6% | +51.9% |
| 5Y | +37.6% | +17.9% | +19.7% | -0.2% |
| All | +139.9% | +338.9% | -199.0% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling