+69.8%
XLI vs SNPS
-14.5%
+84.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -0.6% | -5.5% | +4.9% | +0.2% |
| 30D | -6.9% | -4.5% | -2.5% | -6.5% |
| 3M | -1.9% | -15.5% | +13.6% | +0.1% |
| 6M | +1.0% | -10.1% | +11.1% | +1.7% |
| YTD | +11.3% | -16.3% | +27.6% | +13.0% |
| 1Y | +15.8% | -34.9% | +50.7% | +20.0% |
| All | +69.8% | -14.5% | +84.2% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling