+43.8%
XLP vs SNPS
+28.8%
+15.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.6% |
| 7D | +3.5% | -10.2% | +13.7% | +3.8% |
| 30D | +11.6% | -12.8% | +24.4% | +12.0% |
| 3M | +7.6% | +9.9% | -2.2% | +7.0% |
| 6M | +10.0% | -12.4% | +22.4% | +10.4% |
| YTD | +19.7% | -6.3% | +26.0% | +19.5% |
| 1Y | +23.5% | +7.6% | +15.8% | +22.1% |
| 3Y | +44.0% | -9.8% | +53.7% | +39.3% |
| All | +43.8% | +28.8% | +15.0% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling