+14.6%
SNOW vs XME
+294.3%
-279.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.8% |
| 7D | +5.5% | +0.3% | +5.2% | +5.3% |
| 30D | -13.2% | -6.1% | -7.0% | -10.5% |
| 3M | -13.7% | -18.6% | +4.9% | -5.4% |
| 6M | +91.0% | -23.9% | +114.9% | +114.6% |
| YTD | +32.7% | -9.3% | +42.0% | +34.8% |
| 1Y | +13.3% | +1.8% | +11.5% | +8.4% |
| 3Y | +83.4% | +93.0% | -9.6% | +25.9% |
| 5Y | -24.7% | +107.0% | -131.7% | -49.2% |
| All | +14.6% | +294.3% | -279.7% | -30.1% |
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