+788.5%
XLK vs SNPS
+585.4%
+203.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +0.2% | +0.9% | -0.7% | -0.2% |
| 30D | -0.6% | -3.6% | +3.0% | +0.4% |
| 3M | +2.6% | -12.9% | +15.5% | +8.5% |
| 6M | +34.0% | -8.2% | +42.2% | +36.8% |
| YTD | +30.7% | -15.4% | +46.1% | +37.9% |
| 1Y | +39.2% | -9.3% | +48.5% | +39.6% |
| 3Y | +120.4% | -14.0% | +134.4% | +94.8% |
| 5Y | +148.8% | +19.5% | +129.3% | +70.5% |
| All | +788.5% | +585.4% | +203.1% | +93.7% |
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