+116.7%
XLP vs SNAP
-78.1%
+194.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.4% |
| 7D | +2.5% | +6.0% | -3.5% | +2.4% |
| 30D | +7.3% | -13.8% | +21.1% | +7.7% |
| 3M | +8.1% | -0.8% | +8.8% | +8.0% |
| 6M | +10.5% | -6.2% | +16.7% | +10.4% |
| YTD | +21.2% | -34.8% | +56.0% | +22.0% |
| 1Y | +22.7% | -38.7% | +61.4% | +23.8% |
| 3Y | +44.8% | -53.5% | +98.2% | +45.1% |
| 5Y | +44.7% | -90.2% | +134.9% | +48.7% |
| All | +116.7% | -78.1% | +194.8% | +101.4% |
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