+70.0%
XLI vs SNAP
-90.9%
+160.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.7% |
| 7D | -0.5% | -7.3% | +6.9% | +0.1% |
| 30D | -0.2% | -18.9% | +18.7% | +1.3% |
| 3M | -8.6% | -5.3% | -3.3% | -8.5% |
| 6M | -2.0% | -16.9% | +15.0% | -1.2% |
| YTD | +9.7% | -37.4% | +47.2% | +12.4% |
| 1Y | +11.4% | -38.5% | +49.9% | +14.1% |
| 3Y | +74.2% | -55.1% | +129.3% | +77.0% |
| 5Y | +70.0% | -90.8% | +160.8% | +88.0% |
| All | +70.0% | -90.9% | +160.8% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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