+43.2%
XLP vs SNAP
-54.3%
+97.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.2% |
| 7D | +2.3% | -10.6% | +12.9% | +2.4% |
| 30D | +9.1% | -19.7% | +28.9% | +9.3% |
| 3M | +7.9% | -6.5% | +14.4% | +7.9% |
| 6M | +9.6% | -17.8% | +27.4% | +9.6% |
| YTD | +19.4% | -38.0% | +57.5% | +19.7% |
| 1Y | +22.4% | -42.5% | +64.8% | +22.7% |
| 3Y | +43.2% | -55.8% | +99.0% | +34.5% |
| All | +43.2% | -54.3% | +97.5% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling