+32.8%
SNOW vs XME
+398.6%
-365.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +2.8% | -0.1% | +2.9% | +2.7% |
| 30D | +6.4% | +6.0% | +0.4% | +3.3% |
| 3M | +38.1% | -7.7% | +45.8% | +42.1% |
| 6M | +100.4% | +1.0% | +99.4% | +95.6% |
| YTD | +53.7% | +14.6% | +39.1% | +40.2% |
| 1Y | +52.0% | +46.0% | +6.0% | +21.8% |
| 3Y | +114.7% | +127.0% | -12.4% | +36.6% |
| 5Y | +8.8% | +175.8% | -167.0% | -34.8% |
| All | +32.8% | +398.6% | -365.9% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling