+10.1%
SNOW vs XLP
+22.3%
-12.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.7% |
| 7D | +0.2% | +2.3% | -2.1% | +2.5% |
| 30D | -19.8% | +9.1% | -28.9% | -12.6% |
| 3M | -11.6% | +7.9% | -19.5% | -4.6% |
| 6M | +94.0% | +9.6% | +84.4% | +113.7% |
| YTD | +34.8% | +19.4% | +15.4% | +60.2% |
| 1Y | +10.1% | +22.4% | -12.2% | +28.9% |
| All | +10.1% | +22.3% | -12.1% | +28.9% |
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