+14.6%
SNOW vs XLC
+89.3%
-74.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -4.0% |
| 7D | +5.5% | +3.7% | +1.8% | +0.6% |
| 30D | -13.2% | -1.9% | -11.2% | -11.0% |
| 3M | -13.7% | -3.1% | -10.6% | -10.7% |
| 6M | +91.0% | -6.4% | +97.3% | +105.9% |
| YTD | +32.7% | -6.8% | +39.5% | +43.4% |
| 1Y | +13.3% | -1.7% | +15.0% | +13.4% |
| 3Y | +83.4% | +64.7% | +18.7% | -11.7% |
| 5Y | -24.7% | +41.1% | -65.8% | -55.6% |
| All | +14.6% | +89.3% | -74.7% | -48.9% |
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