+32.8%
SNOW vs XLB
+77.4%
-44.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.1% |
| 7D | +2.8% | -1.4% | +4.2% | +3.9% |
| 30D | +6.4% | -0.4% | +6.8% | +6.6% |
| 3M | +38.1% | +2.0% | +36.1% | +34.5% |
| 6M | +100.4% | +1.8% | +98.6% | +92.8% |
| YTD | +53.7% | +16.6% | +37.1% | +28.3% |
| 1Y | +52.0% | +16.9% | +35.0% | +26.1% |
| 3Y | +114.7% | +32.6% | +82.1% | +55.5% |
| 5Y | +8.8% | +35.6% | -26.9% | -21.3% |
| All | +32.8% | +77.4% | -44.6% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling