+988.5%
XLE vs SNPS
+1,597.6%
-609.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.0% |
| 7D | -10.3% | -10.2% | -0.1% | -8.4% |
| 30D | -3.3% | -12.8% | +9.5% | -0.8% |
| 3M | +8.2% | +9.9% | -1.7% | +5.1% |
| 6M | +5.0% | -12.4% | +17.4% | +6.4% |
| YTD | +40.6% | -6.3% | +46.8% | +39.0% |
| 1Y | +45.0% | +7.6% | +37.4% | +39.0% |
| 3Y | +56.3% | -9.8% | +66.1% | +46.5% |
| 5Y | +152.2% | +29.2% | +123.0% | +111.5% |
| 10Y | +173.0% | +663.8% | -490.8% | +48.6% |
| All | +988.5% | +1,597.6% | -609.1% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling