+14.6%
SNOW vs XOP
+367.1%
-352.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | +5.5% | +6.3% | -0.9% | +3.6% |
| 30D | -13.2% | -6.6% | -6.6% | -11.5% |
| 3M | -13.7% | +3.6% | -17.3% | -15.0% |
| 6M | +91.0% | +10.8% | +80.2% | +83.9% |
| YTD | +32.7% | +48.3% | -15.6% | +15.7% |
| 1Y | +13.3% | +42.9% | -29.7% | -0.2% |
| 3Y | +83.4% | +43.3% | +40.1% | +58.8% |
| 5Y | -24.7% | +94.0% | -118.7% | -40.3% |
| All | +14.6% | +367.1% | -352.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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