+24.0%
XLP vs SNPS
+7.1%
+16.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -1.2% |
| 7D | +3.5% | -10.2% | +13.7% | +2.4% |
| 30D | +11.6% | -12.8% | +24.4% | +10.4% |
| 3M | +7.6% | +9.9% | -2.2% | +8.9% |
| 6M | +10.0% | -12.4% | +22.4% | +9.2% |
| YTD | +19.7% | -6.3% | +26.0% | +19.2% |
| All | +24.0% | +7.1% | +16.9% | +27.1% |
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