+136.8%
XLP vs SNPS
+687.7%
-550.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | +8.3% | -8.0% | +16.4% | +9.2% |
| 3M | +8.7% | +12.5% | -3.8% | +6.6% |
| 6M | +11.2% | -10.5% | +21.7% | +11.9% |
| YTD | +20.0% | -1.6% | +21.6% | +18.6% |
| 1Y | +21.3% | +16.8% | +4.5% | +16.9% |
| 3Y | +43.8% | -10.9% | +54.8% | +36.9% |
| 5Y | +43.3% | +35.8% | +7.5% | +20.3% |
| 10Y | +136.8% | +675.0% | -538.2% | +19.6% |
| All | +136.8% | +687.7% | -550.9% | +19.6% |
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