+52.0%
SNOW vs XME
+46.4%
+5.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +6.4% | +6.0% | +0.4% | +4.4% |
| 3M | +38.1% | -7.7% | +45.8% | +41.4% |
| 6M | +100.4% | +1.0% | +99.4% | +99.7% |
| YTD | +53.7% | +14.6% | +39.1% | +44.6% |
| 1Y | +52.0% | +46.0% | +6.0% | +14.4% |
| All | +52.0% | +46.4% | +5.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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