+3.3%
SNOW vs XYL
-16.2%
+19.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -2.4% | +1.2% | -3.6% | -3.3% |
| 30D | -1.0% | -11.9% | +11.0% | +8.4% |
| 3M | +36.9% | -1.5% | +38.4% | +36.4% |
| 6M | +83.4% | -11.9% | +95.3% | +95.5% |
| YTD | +50.0% | -20.6% | +70.6% | +71.7% |
| 1Y | +46.5% | -23.5% | +70.0% | +73.2% |
| 3Y | +93.3% | +14.9% | +78.5% | +52.2% |
| All | +3.3% | -16.2% | +19.5% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling