+18.6%
SNOW vs XLP
+65.2%
-46.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | -16.4% | +8.3% | -24.8% | -18.6% |
| 3M | -9.9% | +8.7% | -18.5% | -12.3% |
| 6M | +98.8% | +11.2% | +87.6% | +91.0% |
| YTD | +37.3% | +20.0% | +17.3% | +25.3% |
| 1Y | +11.0% | +21.3% | -10.3% | +0.5% |
| 3Y | +87.8% | +43.8% | +43.9% | +46.6% |
| 5Y | -18.4% | +43.3% | -61.7% | -35.1% |
| All | +18.6% | +65.2% | -46.6% | -16.4% |
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