+17.6%
SNOW vs XLP
+64.5%
-46.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +10.8% | -0.2% | +11.0% | +10.9% |
| 30D | -16.5% | +8.2% | -24.7% | -18.6% |
| 3M | -10.1% | +7.7% | -17.8% | -12.3% |
| 6M | +96.5% | +9.3% | +87.2% | +90.0% |
| YTD | +36.2% | +19.5% | +16.7% | +24.3% |
| 1Y | +10.7% | +21.0% | -10.3% | +0.3% |
| 3Y | +86.2% | +43.2% | +43.0% | +45.6% |
| 5Y | -22.7% | +42.7% | -65.4% | -38.4% |
| All | +17.6% | +64.5% | -46.9% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling