+46.5%
SNOW vs XLI
+15.3%
+31.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -2.4% | -1.7% | -0.8% | -2.3% |
| 30D | -1.0% | -7.3% | +6.3% | -1.1% |
| 3M | +36.9% | -1.3% | +38.2% | +36.2% |
| 6M | +83.4% | +2.2% | +81.1% | +80.2% |
| YTD | +50.0% | +11.7% | +38.3% | +34.5% |
| 1Y | +46.5% | +14.3% | +32.3% | +28.9% |
| All | +46.5% | +15.3% | +31.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling