+111.4%
XLP vs SNAP
-79.3%
+190.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.2% |
| 7D | +0.7% | -7.1% | +7.9% | +0.9% |
| 30D | +10.3% | -14.6% | +24.9% | +10.6% |
| 3M | +6.5% | -5.0% | +11.5% | +6.5% |
| 6M | +8.4% | -18.8% | +27.2% | +8.7% |
| YTD | +18.2% | -38.5% | +56.7% | +19.2% |
| 1Y | +22.4% | -38.1% | +60.5% | +23.4% |
| 3Y | +41.9% | -53.8% | +95.7% | +42.2% |
| 5Y | +40.9% | -90.7% | +131.5% | +44.9% |
| All | +111.4% | -79.3% | +190.7% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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