+82.8%
XLI vs SNAP
-92.9%
+175.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.0% | +1.5% | -0.5% | +0.9% |
| 30D | -5.8% | +1.9% | -7.7% | -6.1% |
| 3M | +0.7% | -3.9% | +4.6% | +0.6% |
| 6M | +3.2% | +5.2% | -2.1% | +2.0% |
| YTD | +13.0% | -32.7% | +45.7% | +15.3% |
| 1Y | +16.8% | -24.8% | +41.6% | +17.8% |
| 3Y | +72.4% | -42.2% | +114.6% | +72.4% |
| 5Y | +82.8% | -92.7% | +175.4% | +93.2% |
| All | +82.8% | -92.9% | +175.6% | +93.2% |
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