+156.5%
XLE vs SNAP
-79.0%
+235.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | -7.9% | -7.3% | -0.6% | -7.5% |
| 30D | -4.8% | -18.9% | +14.1% | -3.7% |
| 3M | +8.4% | -5.3% | +13.6% | +8.3% |
| 6M | +12.7% | -16.9% | +29.6% | +13.3% |
| YTD | +41.3% | -37.4% | +78.7% | +44.2% |
| 1Y | +42.3% | -38.5% | +80.8% | +45.3% |
| 3Y | +65.1% | -55.1% | +120.1% | +67.0% |
| 5Y | +150.2% | -90.8% | +241.0% | +170.4% |
| All | +156.5% | -79.0% | +235.4% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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