+163.9%
XLE vs SNPS
+702.6%
-538.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | -0.1% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -4.8% | -8.4% | +3.6% | -3.5% |
| 3M | +8.4% | +12.3% | -3.9% | +5.3% |
| 6M | +12.7% | -9.6% | +22.3% | +13.6% |
| YTD | +41.3% | -0.6% | +41.9% | +38.5% |
| 1Y | +42.3% | +18.7% | +23.6% | +34.1% |
| 3Y | +65.1% | -7.6% | +72.6% | +51.8% |
| 5Y | +150.2% | +34.1% | +116.1% | +96.9% |
| 10Y | +163.9% | +691.2% | -527.3% | +10.0% |
| All | +163.9% | +702.6% | -538.7% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling