+889.2%
XLV vs SNPS
+1,432.1%
-542.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -3.6% | +0.9% | -4.5% | -3.7% |
| 30D | -1.8% | -3.6% | +1.8% | -1.5% |
| 3M | +7.8% | -12.9% | +20.7% | +10.1% |
| 6M | +9.1% | -8.2% | +17.3% | +9.5% |
| YTD | +7.7% | -15.4% | +23.1% | +9.5% |
| 1Y | +20.4% | -9.3% | +29.7% | +19.7% |
| 3Y | +30.8% | -14.0% | +44.7% | +24.6% |
| 5Y | +34.6% | +19.5% | +15.1% | +16.3% |
| 10Y | +173.4% | +581.4% | -408.0% | +58.9% |
| All | +889.2% | +1,432.1% | -542.8% | +337.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling