+42.4%
XLE vs SNAP
-38.5%
+80.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +2.3% |
| 7D | -0.2% | -9.8% | +9.6% | -0.9% |
| 30D | -4.0% | -18.2% | +14.2% | -5.1% |
| 3M | +4.6% | -3.1% | +7.7% | +4.9% |
| 6M | +12.3% | -7.1% | +19.4% | +13.2% |
| YTD | +44.5% | -33.8% | +78.4% | +45.9% |
| 1Y | +42.4% | -39.0% | +81.5% | +44.9% |
| All | +42.4% | -38.5% | +80.9% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling