+14.6%
SNOW vs XPO
+519.0%
-504.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.4% |
| 7D | +5.5% | +9.0% | -3.5% | +2.2% |
| 30D | -13.2% | +4.2% | -17.3% | -14.6% |
| 3M | -13.7% | -8.7% | -5.1% | -11.3% |
| 6M | +91.0% | -2.8% | +93.7% | +90.4% |
| YTD | +32.7% | +41.9% | -9.2% | +9.8% |
| 1Y | +13.3% | +42.3% | -29.1% | -7.0% |
| 3Y | +83.4% | +127.3% | -43.9% | +9.4% |
| 5Y | -24.7% | +306.4% | -331.1% | -70.6% |
| All | +14.6% | +519.0% | -504.4% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling