+1,075.5%
XLI vs SNPS
+1,655.0%
-579.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | +1.0% | -5.2% | +6.2% | +2.3% |
| 3M | -8.9% | +10.6% | -19.5% | -12.1% |
| 6M | -2.3% | -10.6% | +8.3% | -0.9% |
| YTD | +9.7% | -3.1% | +12.8% | +7.8% |
| 1Y | +12.3% | +15.6% | -3.2% | +5.2% |
| 3Y | +71.5% | -12.9% | +84.4% | +62.0% |
| 5Y | +70.2% | +31.2% | +39.0% | +39.8% |
| 10Y | +227.5% | +663.4% | -435.9% | +62.4% |
| All | +1,075.5% | +1,655.0% | -579.5% | +317.3% |
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