+52.0%
SNOW vs XHB
-9.3%
+61.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.4% |
| 7D | +2.8% | -1.3% | +4.1% | +2.6% |
| 30D | +6.4% | -6.9% | +13.3% | +5.7% |
| 3M | +38.1% | -1.3% | +39.3% | +37.9% |
| 6M | +100.4% | -6.8% | +107.2% | +100.4% |
| YTD | +53.7% | +0.7% | +53.0% | +53.3% |
| 1Y | +52.0% | -11.2% | +63.2% | +60.3% |
| All | +52.0% | -9.3% | +61.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling