+3.5%
SNOW vs XEL
+27.8%
-24.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -7.5% | -1.2% | -6.3% | -7.4% |
| 30D | -1.3% | -2.9% | +1.6% | -1.1% |
| 3M | +37.4% | -2.7% | +40.2% | +37.6% |
| 6M | +88.1% | -6.5% | +94.6% | +88.5% |
| YTD | +50.3% | +3.6% | +46.7% | +47.1% |
| 1Y | +46.0% | +7.5% | +38.5% | +41.3% |
| 3Y | +98.7% | +46.3% | +52.4% | +76.9% |
| 5Y | +3.5% | +30.5% | -27.0% | -3.2% |
| All | +3.5% | +27.8% | -24.3% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 5y: compounded portfolio wealth divided by compounded XEL 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…
5y analysis · Full analysis span regression · 6 months rolling