+58.1%
XLE vs SNAP
-53.8%
+111.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.5% | +0.1% |
| 7D | -12.0% | -7.1% | -4.9% | -11.8% |
| 30D | -2.7% | -14.6% | +11.9% | -2.3% |
| 3M | +6.6% | -5.0% | +11.6% | +6.5% |
| 6M | +9.5% | -18.8% | +28.4% | +10.2% |
| YTD | +40.6% | -38.5% | +79.1% | +44.0% |
| 1Y | +43.6% | -38.1% | +81.7% | +46.9% |
| 3Y | +58.1% | -53.8% | +111.9% | +56.4% |
| All | +58.1% | -53.8% | +111.9% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling