+29.8%
SNOW vs XLC
+93.6%
-63.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.3% |
| 7D | -7.5% | -1.7% | -5.8% | -5.4% |
| 30D | -1.3% | +0.2% | -1.5% | -1.8% |
| 3M | +37.4% | +0.7% | +36.7% | +34.9% |
| 6M | +88.1% | -4.5% | +92.5% | +98.2% |
| YTD | +50.3% | -4.7% | +55.0% | +58.8% |
| 1Y | +46.0% | -1.5% | +47.5% | +46.6% |
| 3Y | +98.7% | +72.2% | +26.4% | -9.3% |
| 5Y | +3.5% | +39.3% | -35.8% | -38.6% |
| All | +29.8% | +93.6% | -63.7% | -43.4% |
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