+14.6%
SNOW vs XLP
+66.9%
-52.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | +5.5% | +2.5% | +3.0% | +4.8% |
| 30D | -13.2% | +7.3% | -20.5% | -15.0% |
| 3M | -13.7% | +8.1% | -21.8% | -15.9% |
| 6M | +91.0% | +10.5% | +80.5% | +84.2% |
| YTD | +32.7% | +21.2% | +11.5% | +20.7% |
| 1Y | +13.3% | +22.7% | -9.5% | +2.2% |
| 3Y | +83.4% | +44.8% | +38.6% | +43.2% |
| 5Y | -24.7% | +44.7% | -69.4% | -40.2% |
| All | +14.6% | +66.9% | -52.3% | -19.5% |
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