+100.4%
SNOW vs XRT
+2.0%
+98.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.8% |
| 7D | +2.8% | +0.8% | +2.0% | +2.5% |
| 30D | +6.4% | -4.2% | +10.6% | +8.2% |
| 3M | +38.1% | +5.1% | +33.0% | +34.9% |
| 6M | +100.4% | +2.4% | +98.0% | +99.7% |
| All | +100.4% | +2.0% | +98.4% | +99.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling