+8.4%
SNOW vs XLP
+22.1%
-13.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +6.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -21.1% | +8.9% | -30.0% | -14.1% |
| 3M | -11.9% | +7.5% | -19.4% | -5.2% |
| 6M | +91.0% | +9.4% | +81.5% | +110.1% |
| YTD | +32.7% | +19.3% | +13.5% | +57.5% |
| All | +8.4% | +22.1% | -13.7% | +26.7% |
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