+64.3%
XLF vs SNPS
+18.8%
+45.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | -1.2% | -3.6% | +2.5% | -0.8% |
| 3M | +9.2% | -12.9% | +22.1% | +11.4% |
| 6M | +16.3% | -8.2% | +24.6% | +16.9% |
| YTD | +5.4% | -15.4% | +20.8% | +7.2% |
| 1Y | +7.6% | -9.3% | +16.9% | +7.2% |
| 3Y | +74.2% | -14.0% | +88.2% | +61.4% |
| All | +64.3% | +18.8% | +45.5% | +32.3% |
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