+44.2%
XLU vs SNPS
+18.8%
+25.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | +0.9% | -2.5% | -1.6% |
| 30D | -3.3% | -3.6% | +0.3% | -3.2% |
| 3M | -3.2% | -12.9% | +9.8% | -2.6% |
| 6M | -7.0% | -8.2% | +1.3% | -6.8% |
| YTD | +0.6% | -15.4% | +16.0% | +1.1% |
| 1Y | +2.4% | -9.3% | +11.7% | +2.2% |
| 3Y | +46.3% | -14.0% | +60.2% | +40.1% |
| All | +44.2% | +18.8% | +25.4% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling