+5.5%
SNOW vs XLB
+35.6%
-30.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.4% |
| 7D | +4.9% | -0.2% | +5.2% | +5.0% |
| 30D | +1.5% | -1.7% | +3.3% | +3.1% |
| 3M | +39.5% | +4.4% | +35.2% | +32.2% |
| 6M | +85.9% | +5.0% | +80.9% | +72.0% |
| YTD | +52.9% | +15.5% | +37.5% | +25.5% |
| 1Y | +48.1% | +14.9% | +33.2% | +21.9% |
| 3Y | +102.2% | +34.5% | +67.6% | +34.9% |
| 5Y | +5.5% | +36.5% | -31.1% | -28.8% |
| All | +5.5% | +35.6% | -30.2% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling