+22.7%
XLP vs SNPS
+14.9%
+7.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.3% |
| 7D | +2.5% | +1.1% | +1.5% | +2.6% |
| 30D | +7.3% | -5.2% | +12.5% | +7.0% |
| 3M | +8.1% | +10.6% | -2.5% | +9.4% |
| 6M | +10.5% | -10.6% | +21.1% | +10.0% |
| YTD | +21.2% | -3.1% | +24.3% | +20.8% |
| 1Y | +22.7% | +15.6% | +7.2% | +24.7% |
| All | +22.7% | +14.9% | +7.8% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling