+93.3%
SNOW vs XBI
+99.0%
-5.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.4% | -4.6% | +2.2% | 0.0% |
| 30D | -1.0% | -2.0% | +1.0% | -0.4% |
| 3M | +36.9% | +17.8% | +19.1% | +24.3% |
| 6M | +83.4% | +23.7% | +59.6% | +60.7% |
| YTD | +50.0% | +28.2% | +21.7% | +28.1% |
| 1Y | +46.5% | +64.0% | -17.4% | +6.8% |
| 3Y | +93.3% | +99.4% | -6.1% | +15.8% |
| All | +93.3% | +99.0% | -5.6% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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