+29.6%
SNOW vs XLRE
+43.4%
-13.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -2.4% | -1.2% | -1.3% | -1.5% |
| 30D | -1.0% | -2.4% | +1.4% | +1.1% |
| 3M | +36.9% | -2.5% | +39.3% | +39.4% |
| 6M | +83.4% | +4.0% | +79.4% | +74.8% |
| YTD | +50.0% | +9.3% | +40.7% | +36.1% |
| 1Y | +46.5% | +5.6% | +40.9% | +36.8% |
| 3Y | +93.3% | +31.3% | +62.1% | +42.4% |
| 5Y | +3.3% | +9.5% | -6.3% | -6.1% |
| All | +29.6% | +43.4% | -13.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling