+1,106.7%
XLY vs SNPS
+1,432.1%
-325.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | +0.9% | -2.6% | -2.0% |
| 30D | -4.2% | -3.6% | -0.6% | -3.7% |
| 3M | -2.7% | -12.9% | +10.2% | +0.6% |
| 6M | -0.6% | -8.2% | +7.6% | +0.3% |
| YTD | -5.0% | -15.4% | +10.4% | -2.3% |
| 1Y | -4.1% | -9.3% | +5.2% | -4.3% |
| 3Y | +33.6% | -14.0% | +47.6% | +27.2% |
| 5Y | +28.7% | +19.5% | +9.2% | +9.4% |
| 10Y | +219.6% | +581.4% | -361.8% | +64.7% |
| All | +1,106.7% | +1,432.1% | -325.3% | +351.6% |
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