+29.8%
SNOW vs XRT
+78.6%
-48.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | -7.5% | -3.6% | -3.9% | -4.9% |
| 30D | -1.3% | -6.7% | +5.4% | +4.0% |
| 3M | +37.4% | -1.4% | +38.8% | +38.0% |
| 6M | +88.1% | +1.7% | +86.4% | +83.6% |
| YTD | +50.3% | -1.5% | +51.8% | +50.4% |
| 1Y | +46.0% | -2.5% | +48.5% | +46.4% |
| 3Y | +98.7% | +39.9% | +58.8% | +45.3% |
| 5Y | +3.5% | -2.6% | +6.1% | -6.6% |
| All | +29.8% | +78.6% | -48.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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