+46.7%
XLU vs SNPS
-13.6%
+60.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -1.2% | -4.6% | +3.4% | -1.2% |
| 30D | -2.5% | -3.3% | +0.8% | -2.5% |
| 3M | -2.7% | -13.8% | +11.0% | -2.6% |
| 6M | -7.5% | -8.2% | +0.7% | -7.4% |
| YTD | +0.9% | -15.4% | +16.4% | +1.1% |
| 1Y | +3.3% | +2.4% | +0.9% | +2.9% |
| All | +46.7% | -13.6% | +60.3% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling