+30.8%
XLV vs SNAP
-40.1%
+70.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.3% |
| 7D | -3.6% | +3.8% | -7.4% | -3.8% |
| 30D | -1.8% | +9.2% | -11.1% | -2.4% |
| 3M | +7.8% | +6.6% | +1.2% | +7.1% |
| 6M | +9.1% | +16.9% | -7.8% | +7.5% |
| YTD | +7.7% | -29.6% | +37.3% | +9.0% |
| 1Y | +20.4% | -22.1% | +42.5% | +20.9% |
| 3Y | +30.8% | -39.8% | +70.6% | +25.9% |
| All | +30.8% | -40.1% | +70.9% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling