+158.7%
XLV vs SNAP
-77.9%
+236.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -3.7% | -5.0% | +1.3% | -3.4% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | +8.2% | -5.0% | +13.3% | +8.2% |
| 6M | +8.9% | +3.5% | +5.4% | +8.1% |
| YTD | +8.5% | -34.2% | +42.7% | +10.4% |
| 1Y | +22.3% | -27.1% | +49.4% | +23.4% |
| 3Y | +32.6% | -43.5% | +76.1% | +32.4% |
| 5Y | +34.4% | -92.9% | +127.3% | +45.2% |
| All | +158.7% | -77.9% | +236.6% | +135.9% |
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 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