+508.9%
XLP vs SNPS
+1,418.4%
-909.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.2% |
| 7D | -1.0% | -11.0% | +10.0% | +0.2% |
| 30D | -0.9% | -1.7% | +0.9% | -0.9% |
| 3M | +3.8% | -20.4% | +24.2% | +6.1% |
| 6M | -1.7% | -8.6% | +6.9% | -1.5% |
| YTD | +10.3% | -16.2% | +26.4% | +11.3% |
| 1Y | +7.8% | -34.6% | +42.4% | +10.3% |
| 3Y | +27.2% | -14.5% | +41.7% | +23.6% |
| 5Y | +32.5% | +17.0% | +15.5% | +21.8% |
| 10Y | +101.8% | +560.0% | -458.2% | +48.6% |
| All | +508.9% | +1,418.4% | -909.5% | +300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling