+97.2%
XLP vs SNAP
-77.2%
+174.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.7% |
| 7D | -1.0% | +0.7% | -1.8% | -1.0% |
| 30D | -0.9% | +2.6% | -3.5% | -1.0% |
| 3M | +3.8% | -9.9% | +13.7% | +3.9% |
| 6M | -1.7% | +1.9% | -3.6% | -2.1% |
| YTD | +10.3% | -32.2% | +42.5% | +11.0% |
| 1Y | +7.8% | -22.8% | +30.6% | +8.0% |
| 3Y | +27.2% | -47.6% | +74.8% | +27.0% |
| 5Y | +32.5% | -92.7% | +125.2% | +37.7% |
| All | +97.2% | -77.2% | +174.4% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling