+150.0%
XLE vs SNPS
+28.8%
+121.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.6% |
| 7D | -10.3% | -10.2% | -0.1% | -9.6% |
| 30D | -3.3% | -12.8% | +9.5% | -2.3% |
| 3M | +8.2% | +9.9% | -1.7% | +7.0% |
| 6M | +5.0% | -12.4% | +17.4% | +5.9% |
| YTD | +40.6% | -6.3% | +46.8% | +40.2% |
| 1Y | +45.0% | +7.6% | +37.4% | +42.2% |
| 3Y | +56.3% | -9.8% | +66.1% | +48.2% |
| All | +150.0% | +28.8% | +121.1% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling