+43.7%
XLP vs SNAP
-52.6%
+96.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.0% | +13.3% | -0.6% |
| 7D | +3.5% | -10.4% | +13.9% | +3.6% |
| 30D | +11.6% | -11.9% | +23.5% | +11.6% |
| 3M | +7.6% | -4.5% | +12.1% | +7.6% |
| 6M | +10.0% | -16.7% | +26.7% | +10.0% |
| YTD | +19.7% | -36.9% | +56.7% | +20.0% |
| 1Y | +23.5% | -30.3% | +53.7% | +23.5% |
| All | +43.7% | -52.6% | +96.3% | +34.4% |
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 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