+41.0%
XLE vs SNPS
+17.1%
+23.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | +0.7% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -4.8% | -8.4% | +3.6% | -5.3% |
| 3M | +8.4% | +12.3% | -3.9% | +9.5% |
| 6M | +12.7% | -9.6% | +22.3% | +12.9% |
| YTD | +41.3% | -0.6% | +41.9% | +40.6% |
| All | +41.0% | +17.1% | +23.9% | +39.2% |
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