+29.6%
SNOW vs XYZ
-49.0%
+78.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | -4.3% | +1.9% | -0.2% |
| 30D | -1.0% | +1.2% | -2.2% | -1.9% |
| 3M | +36.9% | +14.6% | +22.2% | +26.4% |
| 6M | +83.4% | +22.6% | +60.8% | +63.5% |
| YTD | +50.0% | +21.7% | +28.3% | +32.6% |
| 1Y | +46.5% | +6.7% | +39.8% | +36.7% |
| 3Y | +93.3% | +46.8% | +46.5% | +36.2% |
| 5Y | +3.3% | -68.0% | +71.3% | +49.6% |
| All | +29.6% | -49.0% | +78.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling