+32.1%
SNOW vs XLU
+74.1%
-41.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +4.9% | +2.1% | +2.8% | +4.5% |
| 30D | +1.5% | -0.4% | +1.9% | +1.5% |
| 3M | +39.5% | +0.5% | +39.1% | +39.1% |
| 6M | +85.9% | -5.8% | +91.7% | +87.8% |
| YTD | +52.9% | +3.1% | +49.8% | +49.5% |
| 1Y | +48.1% | +8.1% | +40.0% | +42.4% |
| 3Y | +102.2% | +50.5% | +51.6% | +73.4% |
| 5Y | +5.5% | +44.7% | -39.2% | -7.3% |
| All | +32.1% | +74.1% | -41.9% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling