+176.5%
XLE vs SNPS
+647.5%
-471.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +4.4% | +5.1% | -0.7% | +3.5% |
| 30D | -4.3% | -6.4% | +2.2% | -3.3% |
| 3M | +6.0% | +12.2% | -6.2% | +3.0% |
| 6M | +13.2% | -9.8% | +23.1% | +14.2% |
| YTD | +46.7% | -1.5% | +48.2% | +44.1% |
| 1Y | +46.6% | +16.0% | +30.6% | +38.8% |
| 3Y | +69.6% | -10.8% | +80.4% | +57.4% |
| 5Y | +166.5% | +33.3% | +133.2% | +109.7% |
| All | +176.5% | +647.5% | -471.0% | +13.6% |
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