+32.8%
SNOW vs XLI
+141.7%
-108.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.8% |
| 7D | +2.8% | -1.1% | +3.9% | +4.0% |
| 30D | +6.4% | -5.9% | +12.4% | +13.4% |
| 3M | +38.1% | -0.3% | +38.3% | +37.0% |
| 6M | +100.4% | +0.1% | +100.3% | +94.3% |
| YTD | +53.7% | +13.6% | +40.1% | +27.6% |
| 1Y | +52.0% | +17.2% | +34.8% | +21.5% |
| 3Y | +114.7% | +68.2% | +46.4% | +12.5% |
| 5Y | +8.8% | +80.7% | -72.0% | -48.2% |
| All | +32.8% | +141.7% | -108.9% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling