+32.8%
SNOW vs XYL
+34.3%
-1.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.1% |
| 7D | +2.8% | -5.0% | +7.8% | +6.6% |
| 30D | +6.4% | -13.2% | +19.6% | +16.9% |
| 3M | +38.1% | -3.7% | +41.8% | +39.8% |
| 6M | +100.4% | -17.7% | +118.1% | +123.5% |
| YTD | +53.7% | -21.5% | +75.2% | +75.8% |
| 1Y | +52.0% | -24.5% | +76.4% | +78.9% |
| 3Y | +114.7% | +6.9% | +107.7% | +86.3% |
| 5Y | +8.8% | -18.1% | +26.8% | -0.4% |
| All | +32.8% | +34.3% | -1.5% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling