+429.4%
XLF vs SNPS
+1,655.0%
-1,225.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | +7.6% | -5.2% | +12.8% | +8.9% |
| 3M | +1.1% | +10.6% | -9.5% | -3.1% |
| 6M | +15.9% | -10.6% | +26.5% | +17.4% |
| YTD | +8.4% | -3.1% | +11.5% | +6.1% |
| 1Y | +12.5% | +15.6% | -3.0% | +4.3% |
| 3Y | +81.6% | -12.9% | +94.5% | +69.0% |
| 5Y | +59.3% | +31.2% | +28.1% | +26.2% |
| 10Y | +225.4% | +663.4% | -437.9% | +42.4% |
| All | +429.4% | +1,655.0% | -1,225.6% | +61.2% |
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