+100.4%
SNOW vs XLP
-2.5%
+102.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -6.0% |
| 7D | +2.8% | -1.0% | +3.8% | +2.0% |
| 30D | +6.4% | -0.9% | +7.3% | +5.9% |
| 3M | +38.1% | +3.8% | +34.3% | +45.1% |
| 6M | +100.4% | -1.7% | +102.1% | +100.2% |
| All | +100.4% | -2.5% | +102.9% | +100.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling