+14.6%
SNOW vs XLB
+77.5%
-62.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | +5.5% | +0.5% | +4.9% | +5.1% |
| 30D | -13.2% | +5.2% | -18.3% | -17.1% |
| 3M | -13.7% | +0.3% | -14.1% | -14.5% |
| 6M | +91.0% | +1.2% | +89.8% | +86.1% |
| YTD | +32.7% | +16.6% | +16.0% | +10.3% |
| 1Y | +13.3% | +21.4% | -8.2% | -9.8% |
| 3Y | +83.4% | +43.2% | +40.1% | +22.0% |
| 5Y | -24.7% | +28.0% | -52.7% | -44.4% |
| All | +14.6% | +77.5% | -62.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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