+7.9%
SNOW vs XLP
+32.7%
-24.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | +2.8% | -1.0% | +3.8% | +3.1% |
| 30D | +6.4% | -0.9% | +7.3% | +6.7% |
| 3M | +38.1% | +3.8% | +34.3% | +35.6% |
| 6M | +100.4% | -1.7% | +102.1% | +101.1% |
| YTD | +53.7% | +10.3% | +43.5% | +43.4% |
| 1Y | +52.0% | +7.8% | +44.2% | +43.4% |
| 3Y | +114.7% | +27.2% | +87.5% | +73.1% |
| All | +7.9% | +32.7% | -24.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling