+29.8%
SNOW vs XLB
+71.7%
-41.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.6% |
| 7D | -7.5% | -3.5% | -4.0% | -4.5% |
| 30D | -1.3% | -4.7% | +3.3% | +2.7% |
| 3M | +37.4% | +2.7% | +34.7% | +32.9% |
| 6M | +88.1% | +2.6% | +85.5% | +79.3% |
| YTD | +50.3% | +12.8% | +37.5% | +29.1% |
| 1Y | +46.0% | +14.0% | +32.0% | +23.9% |
| 3Y | +98.7% | +31.5% | +67.2% | +44.4% |
| 5Y | +3.5% | +33.4% | -29.9% | -23.3% |
| All | +29.8% | +71.7% | -41.9% | -10.6% |
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