+18.6%
SNOW vs XLC
+89.2%
-70.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +0.8% |
| 7D | +3.7% | +3.5% | +0.2% | -0.7% |
| 30D | -16.4% | -2.6% | -13.9% | -13.5% |
| 3M | -9.9% | -2.1% | -7.8% | -8.0% |
| 6M | +98.8% | -5.5% | +104.3% | +111.7% |
| YTD | +37.3% | -6.9% | +44.2% | +48.7% |
| 1Y | +11.0% | -3.7% | +14.8% | +14.6% |
| 3Y | +87.8% | +64.2% | +23.6% | -9.1% |
| 5Y | -18.4% | +43.0% | -61.4% | -52.4% |
| All | +18.6% | +89.2% | -70.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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