+93.8%
SNOW vs XLU
+47.5%
+46.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.5% |
| 7D | -7.5% | -1.2% | -6.3% | -7.4% |
| 30D | -1.3% | -2.5% | +1.2% | -1.1% |
| 3M | +37.4% | -2.7% | +40.2% | +37.5% |
| 6M | +88.1% | -7.5% | +95.5% | +89.5% |
| YTD | +50.3% | +0.9% | +49.4% | +46.6% |
| 1Y | +46.0% | +3.3% | +42.7% | +41.2% |
| All | +93.8% | +47.5% | +46.3% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling