+62.9%
XLC vs SNPS
-10.0%
+72.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +6.2% | -0.6% | +6.9% | +6.3% |
| 30D | -2.4% | -9.8% | +7.4% | -1.2% |
| 3M | -3.3% | +11.7% | -15.0% | -5.3% |
| 6M | -7.3% | -10.9% | +3.6% | -6.4% |
| YTD | -7.6% | -2.1% | -5.5% | -8.7% |
| 1Y | -3.7% | +14.8% | -18.5% | -7.4% |
| 3Y | +62.9% | -11.3% | +74.3% | +51.1% |
| All | +62.9% | -10.0% | +72.9% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling