+250.2%
XLI vs SNPS
+585.0%
-334.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -2.3% | -4.6% | +2.3% | -1.1% |
| 30D | -8.2% | -3.3% | -4.8% | -7.8% |
| 3M | +0.8% | -13.8% | +14.5% | +4.1% |
| 6M | +0.8% | -8.2% | +9.0% | +1.5% |
| YTD | +10.5% | -15.4% | +26.0% | +13.2% |
| 1Y | +14.1% | +2.4% | +11.7% | +9.2% |
| 3Y | +68.6% | -13.5% | +82.1% | +54.5% |
| 5Y | +80.4% | +19.5% | +60.9% | +40.3% |
| All | +250.2% | +585.0% | -334.8% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling