+46.0%
SNOW vs XME
+37.7%
+8.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.5% |
| 7D | -7.5% | -3.0% | -4.5% | -6.7% |
| 30D | -1.3% | -2.6% | +1.3% | -0.7% |
| 3M | +37.4% | +2.2% | +35.3% | +35.9% |
| 6M | +88.1% | +0.7% | +87.4% | +87.1% |
| YTD | +50.3% | +10.9% | +39.4% | +42.7% |
| 1Y | +46.0% | +35.7% | +10.3% | +7.2% |
| All | +46.0% | +37.7% | +8.3% | +7.2% |
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