+94.8%
SNOW vs XYL
+16.4%
+78.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | +8.4% | +0.8% | +7.5% | +8.0% |
| 30D | -1.0% | -10.8% | +9.9% | +4.5% |
| 3M | +38.3% | -2.5% | +40.9% | +38.4% |
| 6M | +81.3% | -12.2% | +93.5% | +90.4% |
| YTD | +51.1% | -20.1% | +71.2% | +66.9% |
| 1Y | +47.0% | -20.6% | +67.6% | +63.0% |
| All | +94.8% | +16.4% | +78.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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