+52.0%
SNOW vs XLY
-0.5%
+52.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.6% |
| 7D | +2.8% | -2.0% | +4.8% | +4.1% |
| 30D | +6.4% | -3.1% | +9.6% | +8.4% |
| 3M | +38.1% | -1.8% | +39.9% | +39.7% |
| 6M | +100.4% | -0.9% | +101.3% | +101.6% |
| YTD | +53.7% | -3.4% | +57.1% | +58.8% |
| 1Y | +52.0% | -1.5% | +53.5% | +58.0% |
| All | +52.0% | -0.5% | +52.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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