+32.1%
SNOW vs XEL
+30.3%
+1.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.5% |
| 7D | +4.9% | +1.3% | +3.6% | +4.9% |
| 30D | +1.5% | -1.5% | +3.0% | +1.5% |
| 3M | +39.5% | -0.2% | +39.7% | +39.4% |
| 6M | +85.9% | -5.4% | +91.3% | +86.1% |
| YTD | +52.9% | +5.6% | +47.3% | +50.9% |
| 1Y | +48.1% | +10.5% | +37.7% | +45.0% |
| 3Y | +102.2% | +49.2% | +53.0% | +90.3% |
| 5Y | +5.5% | +30.1% | -24.6% | +1.2% |
| All | +32.1% | +30.3% | +1.8% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling