+9.5%
SNOW vs XLU
+0.7%
+8.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.2% |
| 7D | -14.5% | +2.6% | -17.1% | -12.8% |
| 30D | -14.3% | +9.1% | -23.4% | -8.6% |
| 3M | -8.3% | -0.4% | -7.9% | -9.0% |
| 6M | +101.5% | -4.7% | +106.2% | +98.2% |
| YTD | +32.5% | +4.3% | +28.2% | +28.9% |
| 1Y | +9.5% | +1.0% | +8.5% | +7.6% |
| All | +9.5% | +0.7% | +8.8% | +7.6% |
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