+14.7%
SNOW vs XLP
+64.2%
-49.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -21.1% | +8.9% | -30.0% | -23.3% |
| 3M | -11.9% | +7.5% | -19.4% | -14.1% |
| 6M | +91.0% | +9.4% | +81.5% | +84.5% |
| YTD | +32.7% | +19.3% | +13.5% | +21.3% |
| 1Y | +10.8% | +21.7% | -11.0% | -0.1% |
| 3Y | +86.2% | +44.0% | +42.2% | +44.9% |
| 5Y | -22.7% | +42.8% | -65.5% | -38.4% |
| All | +14.7% | +64.2% | -49.6% | -19.1% |
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