+3.6%
SNOW vs XOP
+165.6%
-162.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 3M | +38.3% | +19.5% | +18.9% | +29.4% |
| 6M | +81.3% | +21.6% | +59.7% | +67.5% |
| YTD | +51.1% | +55.8% | -4.7% | +26.9% |
| 1Y | +47.0% | +54.6% | -7.7% | +23.2% |
| 3Y | +99.7% | +36.6% | +63.1% | +71.3% |
| 5Y | +3.6% | +160.6% | -157.1% | -28.2% |
| All | +3.6% | +165.6% | -162.0% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling