+179.0%
XLE vs SNPS
+560.2%
-381.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | 0.0% | -5.5% | +5.5% | +1.0% |
| 30D | +12.6% | -5.8% | +18.4% | +13.5% |
| 3M | +11.8% | -17.2% | +29.0% | +15.2% |
| 6M | +16.1% | -10.4% | +26.4% | +16.9% |
| YTD | +46.9% | -16.5% | +63.4% | +49.3% |
| 1Y | +53.3% | -35.6% | +88.9% | +60.1% |
| 3Y | +54.9% | -14.6% | +69.5% | +43.0% |
| 5Y | +225.7% | +16.5% | +209.2% | +161.3% |
| All | +179.0% | +560.2% | -381.2% | +7.7% |
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