+102.2%
SNOW vs XLC
+72.7%
+29.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +4.9% | +0.6% | +4.3% | +4.4% |
| 30D | +1.5% | +0.2% | +1.3% | +1.1% |
| 3M | +39.5% | +0.6% | +38.9% | +37.6% |
| 6M | +85.9% | -4.5% | +90.4% | +95.5% |
| YTD | +52.9% | -4.7% | +57.7% | +61.1% |
| 1Y | +48.1% | -1.7% | +49.8% | +49.4% |
| 3Y | +102.2% | +72.3% | +29.9% | -1.3% |
| All | +102.2% | +72.7% | +29.4% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling