-0.7%
XLC vs SNPS
-21.3%
+20.6%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.9% |
| 7D | -0.8% | -11.0% | +10.2% | -0.3% |
| 30D | +1.0% | -1.7% | +2.8% | +0.7% |
| 3M | -0.7% | -20.4% | +19.7% | -1.6% |
| All | -0.7% | -21.3% | +20.6% | -1.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling