+49.9%
XLE vs SNPS
+6.4%
+43.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.8% | -4.7% |
| 7D | -7.2% | -3.9% | -3.3% | -7.4% |
| 30D | +0.1% | -5.2% | +5.3% | -0.2% |
| 3M | +9.2% | +14.6% | -5.4% | +10.5% |
| 6M | +8.4% | -6.9% | +15.3% | +8.8% |
| YTD | +44.9% | -1.4% | +46.3% | +44.5% |
| 1Y | +49.9% | +11.2% | +38.7% | +50.0% |
| All | +49.9% | +6.4% | +43.4% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling