+218.0%
XLE vs SNAP
-92.8%
+310.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.7% |
| 7D | +2.2% | +0.7% | +1.5% | +2.2% |
| 30D | +11.8% | +2.6% | +9.2% | +11.6% |
| 3M | +9.8% | -9.9% | +19.7% | +10.1% |
| 6M | +15.6% | +1.9% | +13.7% | +14.9% |
| YTD | +45.3% | -32.2% | +77.5% | +47.4% |
| 1Y | +48.3% | -22.8% | +71.2% | +49.1% |
| 3Y | +55.4% | -47.6% | +103.0% | +55.9% |
| All | +218.0% | -92.8% | +310.8% | +236.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling