+3,320.9%
XOM vs SNPS
+5,402.2%
-2,081.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.4% | -5.5% | +3.1% | -1.7% |
| 30D | +5.7% | -5.8% | +11.4% | +6.1% |
| 3M | +6.6% | -17.2% | +23.8% | +8.5% |
| 6M | +7.7% | -10.4% | +18.0% | +8.1% |
| YTD | +36.2% | -16.5% | +52.7% | +37.5% |
| 1Y | +50.5% | -35.6% | +86.1% | +54.3% |
| 3Y | +53.4% | -14.6% | +68.0% | +48.9% |
| 5Y | +254.2% | +16.5% | +237.7% | +225.3% |
| 10Y | +177.9% | +556.6% | -378.7% | +102.7% |
| All | +3,320.9% | +5,402.2% | -2,081.3% | +1,900.7% |
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