+9.5%
SNOW vs XLP
+24.3%
-14.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | +1.8% |
| 7D | -14.5% | +5.9% | -20.4% | -9.4% |
| 30D | -14.3% | +13.5% | -27.7% | -3.3% |
| 3M | -8.3% | +8.4% | -16.7% | -0.4% |
| 6M | +101.5% | +11.5% | +90.0% | +126.3% |
| YTD | +32.5% | +20.6% | +11.8% | +59.1% |
| 1Y | +9.5% | +24.3% | -14.8% | +33.8% |
| All | +9.5% | +24.3% | -14.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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