+1,024.7%
XLE vs SNPS
+1,418.4%
-393.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +0.2% |
| 7D | +2.2% | -11.0% | +13.2% | +4.6% |
| 30D | +11.8% | -1.7% | +13.5% | +11.7% |
| 3M | +9.8% | -20.4% | +30.2% | +14.2% |
| 6M | +15.6% | -8.6% | +24.2% | +16.0% |
| YTD | +45.3% | -16.2% | +61.4% | +47.7% |
| 1Y | +48.3% | -34.6% | +82.9% | +54.2% |
| 3Y | +55.4% | -14.5% | +69.9% | +47.6% |
| 5Y | +216.1% | +17.0% | +199.1% | +171.4% |
| 10Y | +178.4% | +560.0% | -381.6% | +57.0% |
| All | +1,024.7% | +1,418.4% | -393.7% | +396.8% |
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