-26.1%
SNOW vs XYL
-23.3%
-2.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.7% |
| 7D | +5.5% | -3.7% | +9.2% | +8.0% |
| 30D | -13.2% | -8.3% | -4.8% | -10.3% |
| 3M | -13.7% | -21.4% | +7.7% | -0.7% |
| 6M | +91.0% | -12.9% | +103.9% | +100.3% |
| YTD | +32.7% | -30.1% | +62.7% | +61.3% |
| 1Y | +13.3% | -35.2% | +48.4% | +47.0% |
| 3Y | +83.4% | -0.8% | +84.1% | +54.5% |
| All | -26.1% | -23.3% | -2.8% | -12.4% |
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