+29.6%
SNOW vs XPO
+484.8%
-455.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.4% | -5.7% | +3.2% | -0.3% |
| 30D | -1.0% | -12.8% | +11.8% | +4.0% |
| 3M | +36.9% | -20.0% | +56.8% | +47.7% |
| 6M | +83.4% | -6.0% | +89.4% | +83.5% |
| YTD | +50.0% | +34.0% | +15.9% | +27.3% |
| 1Y | +46.5% | +35.6% | +11.0% | +21.9% |
| 3Y | +93.3% | +152.3% | -59.0% | +7.9% |
| 5Y | +3.3% | +264.4% | -261.1% | -57.9% |
| All | +29.6% | +484.8% | -455.3% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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