+29.8%
SNOW vs XME
+382.5%
-352.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +1.2% |
| 7D | -7.5% | -3.0% | -4.5% | -6.2% |
| 30D | -1.3% | -2.6% | +1.3% | -0.5% |
| 3M | +37.4% | +2.2% | +35.3% | +34.9% |
| 6M | +88.1% | +0.7% | +87.4% | +84.0% |
| YTD | +50.3% | +10.9% | +39.4% | +39.1% |
| 1Y | +46.0% | +35.7% | +10.3% | +21.2% |
| 3Y | +98.7% | +127.1% | -28.4% | +26.4% |
| 5Y | +3.5% | +168.5% | -165.0% | -37.1% |
| All | +29.8% | +382.5% | -352.6% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling