+52.0%
SNOW vs XLU
+4.9%
+47.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.3% |
| 7D | +2.8% | +0.8% | +2.0% | +3.3% |
| 30D | +6.4% | -1.3% | +7.7% | +5.5% |
| 3M | +38.1% | -1.3% | +39.4% | +37.4% |
| 6M | +100.4% | -7.6% | +108.0% | +98.1% |
| YTD | +53.7% | +2.3% | +51.4% | +46.8% |
| 1Y | +52.0% | +5.8% | +46.2% | +41.0% |
| All | +52.0% | +4.9% | +47.0% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling