+29.8%
SNOW vs XBI
+39.5%
-9.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.7% |
| 7D | -7.5% | -4.6% | -2.9% | -4.0% |
| 30D | -1.3% | -0.8% | -0.5% | -1.4% |
| 3M | +37.4% | +21.8% | +15.6% | +15.4% |
| 6M | +88.1% | +23.2% | +64.9% | +54.1% |
| YTD | +50.3% | +28.7% | +21.6% | +17.9% |
| 1Y | +46.0% | +67.8% | -21.8% | -9.6% |
| 3Y | +98.7% | +100.6% | -2.0% | +0.1% |
| 5Y | +3.5% | +19.8% | -16.3% | -20.2% |
| All | +29.8% | +39.5% | -9.6% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling