+3.6%
SNOW vs XHB
+34.8%
-31.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.2% |
| 7D | +8.4% | -1.9% | +10.3% | +9.9% |
| 30D | -1.0% | -8.3% | +7.4% | +5.1% |
| 3M | +38.3% | -7.1% | +45.5% | +43.6% |
| 6M | +81.3% | -5.3% | +86.5% | +82.0% |
| YTD | +51.1% | -3.2% | +54.3% | +46.6% |
| 1Y | +47.0% | -13.9% | +60.8% | +56.6% |
| 3Y | +99.7% | +24.9% | +74.8% | +31.0% |
| 5Y | +3.6% | +34.5% | -30.9% | -35.6% |
| All | +3.6% | +34.8% | -31.3% | -35.6% |
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