+142.5%
XLC vs SNPS
+339.6%
-197.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | +0.6% |
| 7D | -0.8% | -11.0% | +10.2% | +2.9% |
| 30D | +1.0% | -1.7% | +2.8% | +0.9% |
| 3M | -0.7% | -20.4% | +19.7% | +6.0% |
| 6M | -5.1% | -8.6% | +3.5% | -4.4% |
| YTD | -4.3% | -16.2% | +11.9% | -1.5% |
| 1Y | -0.6% | -34.6% | +34.0% | +6.4% |
| 3Y | +72.7% | -14.5% | +87.2% | +53.3% |
| 5Y | +38.0% | +17.0% | +21.0% | +0.5% |
| All | +142.5% | +339.6% | -197.1% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling