+30.5%
SNOW vs XLRE
+43.3%
-12.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.3% |
| 7D | +8.4% | -0.7% | +9.1% | +9.2% |
| 30D | -1.0% | -2.2% | +1.3% | +1.0% |
| 3M | +38.3% | -2.6% | +40.9% | +41.1% |
| 6M | +81.3% | +2.6% | +78.7% | +74.9% |
| YTD | +51.1% | +9.3% | +41.9% | +37.2% |
| 1Y | +47.0% | +7.2% | +39.7% | +35.2% |
| 3Y | +99.7% | +31.3% | +68.4% | +47.0% |
| 5Y | +3.6% | +8.1% | -4.5% | -5.2% |
| All | +30.5% | +43.3% | -12.8% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling