+128.8%
XLP vs SNPS
+702.6%
-573.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.5% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +8.9% | -8.4% | +17.4% | +9.9% |
| 3M | +7.5% | +12.3% | -4.8% | +5.5% |
| 6M | +9.4% | -9.6% | +19.0% | +10.0% |
| YTD | +19.3% | -0.6% | +19.8% | +17.7% |
| 1Y | +21.7% | +18.7% | +3.0% | +17.0% |
| 3Y | +44.0% | -7.6% | +51.5% | +36.0% |
| 5Y | +42.8% | +34.1% | +8.7% | +20.4% |
| 10Y | +128.8% | +691.2% | -562.4% | +14.5% |
| All | +128.8% | +702.6% | -573.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 10y: compounded portfolio wealth divided by compounded SNPS 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…
10y analysis · Full analysis span regression · 6 months rolling