+21.3%
XLP vs SNAP
-38.5%
+59.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | +0.5% |
| 7D | -0.5% | -9.8% | +9.3% | -0.6% |
| 30D | +8.3% | -18.2% | +26.6% | +8.2% |
| 3M | +8.7% | -3.1% | +11.8% | +8.7% |
| 6M | +11.2% | -7.1% | +18.3% | +10.7% |
| YTD | +20.0% | -33.8% | +53.8% | +15.5% |
| 1Y | +21.3% | -39.0% | +60.4% | +17.1% |
| All | +21.3% | -38.5% | +59.8% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling