+73.6%
XLF vs SNPS
-14.5%
+88.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.0% | -5.5% | +4.4% | -0.4% |
| 30D | -1.3% | -4.5% | +3.2% | -0.9% |
| 3M | +9.1% | -15.5% | +24.6% | +11.1% |
| 6M | +14.4% | -10.1% | +24.4% | +15.0% |
| YTD | +5.1% | -16.3% | +21.4% | +6.4% |
| 1Y | +8.6% | -34.9% | +43.6% | +12.0% |
| All | +73.6% | -14.5% | +88.1% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling