+86.2%
SNOW vs XRT
+58.4%
+27.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.9% | +3.2% |
| 7D | +0.2% | +2.5% | -2.3% | -1.5% |
| 30D | -21.1% | +10.3% | -31.4% | -26.4% |
| 3M | -11.9% | +2.4% | -14.3% | -13.7% |
| 6M | +91.0% | +10.0% | +81.0% | +77.3% |
| YTD | +32.7% | +9.5% | +23.2% | +23.2% |
| 1Y | +10.8% | +17.2% | -6.4% | -2.4% |
| 3Y | +86.2% | +62.0% | +24.2% | +35.5% |
| All | +86.2% | +58.4% | +27.8% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling