+32.1%
SNOW vs XPO
+510.1%
-478.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +4.9% | +2.7% | +2.2% | +3.7% |
| 30D | +1.5% | -6.2% | +7.7% | +3.7% |
| 3M | +39.5% | -15.4% | +54.9% | +47.3% |
| 6M | +85.9% | +0.7% | +85.1% | +81.1% |
| YTD | +52.9% | +39.8% | +13.1% | +27.8% |
| 1Y | +48.1% | +43.3% | +4.8% | +20.5% |
| 3Y | +102.2% | +166.0% | -63.9% | +10.5% |
| 5Y | +5.5% | +274.2% | -268.7% | -57.5% |
| All | +32.1% | +510.1% | -478.0% | -56.7% |
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