+94.8%
SNOW vs XOP
+35.8%
+59.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +8.4% | +1.0% | +7.4% | +8.0% |
| 30D | -1.0% | +10.8% | -11.8% | -4.2% |
| 3M | +38.3% | +19.5% | +18.9% | +30.1% |
| 6M | +81.3% | +21.6% | +59.7% | +68.1% |
| YTD | +51.1% | +55.8% | -4.7% | +27.7% |
| 1Y | +47.0% | +54.6% | -7.7% | +23.8% |
| All | +94.8% | +35.8% | +59.0% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling