+42.6%
XLP vs SNPS
+32.5%
+10.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +2.3% | -0.6% | +3.0% | +2.4% |
| 30D | +9.1% | -9.8% | +18.9% | +9.5% |
| 3M | +7.9% | +11.7% | -3.9% | +7.2% |
| 6M | +9.6% | -10.9% | +20.5% | +10.0% |
| YTD | +19.4% | -2.1% | +21.5% | +19.0% |
| 1Y | +22.4% | +14.8% | +7.6% | +20.7% |
| 3Y | +43.2% | -11.3% | +54.5% | +39.5% |
| 5Y | +42.6% | +36.2% | +6.3% | +28.1% |
| All | +42.6% | +32.5% | +10.0% | +28.1% |
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 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