+135.9%
XLU vs SNPS
+585.4%
-449.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | +0.9% | -2.5% | -1.7% |
| 30D | -3.3% | -3.6% | +0.3% | -3.1% |
| 3M | -3.2% | -12.9% | +9.8% | -1.8% |
| 6M | -7.0% | -8.2% | +1.3% | -6.7% |
| YTD | +0.6% | -15.4% | +16.0% | +1.8% |
| 1Y | +2.4% | -9.3% | +11.7% | +1.9% |
| 3Y | +46.3% | -14.0% | +60.2% | +37.6% |
| 5Y | +44.0% | +19.5% | +24.5% | +20.8% |
| All | +135.9% | +585.4% | -449.5% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling