+3.5%
SNOW vs XLI
+78.7%
-75.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.3% |
| 7D | -7.5% | -2.3% | -5.2% | -5.0% |
| 30D | -1.3% | -8.2% | +6.8% | +9.0% |
| 3M | +37.4% | +0.8% | +36.7% | +34.3% |
| 6M | +88.1% | +0.8% | +87.2% | +78.9% |
| YTD | +50.3% | +10.5% | +39.8% | +24.9% |
| 1Y | +46.0% | +14.1% | +31.9% | +15.8% |
| 3Y | +98.7% | +68.6% | +30.1% | -10.7% |
| 5Y | +3.5% | +80.4% | -76.9% | -57.3% |
| All | +3.5% | +78.7% | -75.2% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling