+33.6%
XLY vs SNPS
-13.6%
+47.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | +0.9% | -2.6% | -1.9% |
| 30D | -4.2% | -3.6% | -0.6% | -3.8% |
| 3M | -2.7% | -12.9% | +10.2% | -0.4% |
| 6M | -0.6% | -8.2% | +7.6% | 0.0% |
| YTD | -5.0% | -15.4% | +10.4% | -3.1% |
| 1Y | -4.1% | -9.3% | +5.2% | -4.4% |
| 3Y | +33.6% | -14.0% | +47.6% | +15.3% |
| All | +33.6% | -13.6% | +47.2% | +15.3% |
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 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