+126.6%
XLU vs SNAP
-77.4%
+204.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +2.1% | +1.5% | +0.6% | +2.0% |
| 30D | -0.4% | +1.9% | -2.2% | -0.5% |
| 3M | +0.5% | -3.9% | +4.4% | +0.4% |
| 6M | -5.8% | +5.2% | -11.0% | -6.2% |
| YTD | +3.1% | -32.7% | +35.9% | +4.0% |
| 1Y | +8.1% | -24.8% | +32.9% | +8.5% |
| 3Y | +50.5% | -42.2% | +92.7% | +50.1% |
| 5Y | +44.7% | -92.7% | +137.4% | +50.2% |
| All | +126.6% | -77.4% | +204.0% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling