+91.3%
SNOW vs XLP
+42.1%
+49.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.0% |
| 7D | -9.9% | +0.7% | -10.6% | -9.6% |
| 30D | -17.1% | +10.3% | -27.4% | -15.0% |
| 3M | -13.2% | +6.5% | -19.8% | -11.6% |
| 6M | +97.4% | +8.4% | +89.0% | +102.0% |
| YTD | +25.8% | +18.2% | +7.6% | +26.9% |
| 1Y | +4.2% | +22.4% | -18.2% | +4.2% |
| 3Y | +91.3% | +41.9% | +49.4% | +62.1% |
| All | +91.3% | +42.1% | +49.2% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling