-26.1%
SNOW vs XHB
+28.9%
-55.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.1% |
| 7D | +5.5% | -0.2% | +5.7% | +5.6% |
| 30D | -13.2% | +9.9% | -23.1% | -19.2% |
| 3M | -13.7% | -6.3% | -7.5% | -10.6% |
| 6M | +91.0% | +3.8% | +87.1% | +80.2% |
| YTD | +32.7% | +0.1% | +32.5% | +24.7% |
| 1Y | +13.3% | -0.8% | +14.1% | +6.9% |
| 3Y | +83.4% | +35.6% | +47.8% | +9.3% |
| All | -26.1% | +28.9% | -55.0% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling