+121.1%
XLU vs SNAP
-76.3%
+197.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.4% |
| 7D | -1.6% | +3.8% | -5.4% | -1.7% |
| 30D | -3.3% | +9.2% | -12.5% | -3.6% |
| 3M | -3.2% | +6.6% | -9.7% | -3.5% |
| 6M | -7.0% | +16.9% | -23.8% | -7.7% |
| YTD | +0.6% | -29.6% | +30.2% | +1.3% |
| 1Y | +2.4% | -22.1% | +24.5% | +2.7% |
| 3Y | +46.3% | -39.8% | +86.1% | +45.6% |
| 5Y | +44.0% | -92.4% | +136.3% | +49.3% |
| All | +121.1% | -76.3% | +197.4% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling