+422.3%
XLF vs SNPS
+1,418.4%
-996.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | +0.8% |
| 7D | 0.0% | -11.0% | +11.0% | +3.3% |
| 30D | +0.2% | -1.7% | +1.9% | +0.1% |
| 3M | +11.7% | -20.4% | +32.1% | +18.2% |
| 6M | +13.8% | -8.6% | +22.4% | +14.8% |
| YTD | +7.0% | -16.2% | +23.2% | +10.1% |
| 1Y | +9.1% | -34.6% | +43.7% | +15.8% |
| 3Y | +75.6% | -14.5% | +90.1% | +64.7% |
| 5Y | +66.4% | +17.0% | +49.4% | +37.0% |
| 10Y | +250.3% | +560.0% | -309.8% | +61.2% |
| All | +422.3% | +1,418.4% | -996.1% | +67.2% |
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