+21.0%
XLP vs SNPS
+15.5%
+5.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.2% | +5.1% | -5.3% | +0.3% |
| 30D | +8.2% | -6.4% | +14.6% | +7.7% |
| 3M | +7.7% | +12.2% | -4.5% | +9.2% |
| 6M | +9.3% | -9.8% | +19.1% | +8.9% |
| YTD | +19.5% | -1.5% | +21.0% | +19.3% |
| 1Y | +21.0% | +16.0% | +5.0% | +22.6% |
| All | +21.0% | +15.5% | +5.5% | +22.6% |
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 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