+29.6%
SNOW vs XLY
+58.6%
-29.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.4% |
| 7D | -2.4% | -1.7% | -0.7% | -0.2% |
| 30D | -1.0% | -4.2% | +3.2% | +4.8% |
| 3M | +36.9% | -2.7% | +39.5% | +40.9% |
| 6M | +83.4% | -0.6% | +84.0% | +80.2% |
| YTD | +50.0% | -5.0% | +55.0% | +57.0% |
| 1Y | +46.5% | -4.1% | +50.6% | +50.7% |
| 3Y | +93.3% | +33.6% | +59.7% | +19.8% |
| 5Y | +3.3% | +28.7% | -25.4% | -26.7% |
| All | +29.6% | +58.6% | -29.1% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling