+1,117.4%
XLI vs SNPS
+1,418.4%
-301.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.8% |
| 7D | -1.1% | -11.0% | +10.0% | +1.9% |
| 30D | -5.9% | -1.7% | -4.2% | -6.0% |
| 3M | -0.3% | -20.4% | +20.1% | +5.0% |
| 6M | +0.1% | -8.6% | +8.7% | +1.0% |
| YTD | +13.6% | -16.2% | +29.7% | +16.5% |
| 1Y | +17.2% | -34.6% | +51.8% | +23.7% |
| 3Y | +68.2% | -14.5% | +82.7% | +59.9% |
| 5Y | +80.7% | +17.0% | +63.7% | +53.4% |
| 10Y | +253.3% | +560.0% | -306.8% | +82.9% |
| All | +1,117.4% | +1,418.4% | -301.0% | +351.1% |
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 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