+29.6%
SNOW vs XHB
+92.3%
-62.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.3% |
| 7D | -2.4% | -4.6% | +2.2% | +0.7% |
| 30D | -1.0% | -9.1% | +8.1% | +5.5% |
| 3M | +36.9% | -8.6% | +45.4% | +43.7% |
| 6M | +83.4% | -4.0% | +87.4% | +82.1% |
| YTD | +50.0% | -3.9% | +53.9% | +46.7% |
| 1Y | +46.5% | -16.5% | +63.0% | +59.6% |
| 3Y | +93.3% | +22.6% | +70.8% | +36.3% |
| 5Y | +3.3% | +33.9% | -30.7% | -35.2% |
| All | +29.6% | +92.3% | -62.7% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling