+21.0%
XLP vs SNAP
-41.1%
+62.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | -0.2% | +2.6% | -2.8% | -0.2% |
| 30D | +8.2% | -19.6% | +27.7% | +8.0% |
| 3M | +7.7% | +0.4% | +7.3% | +7.8% |
| 6M | +9.3% | -5.9% | +15.2% | +9.0% |
| YTD | +19.5% | -35.3% | +54.8% | +15.0% |
| 1Y | +21.0% | -42.6% | +63.6% | +16.5% |
| All | +21.0% | -41.1% | +62.1% | +16.5% |
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