+14.6%
SNOW vs XYZ
-45.5%
+60.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -4.0% |
| 7D | +5.5% | -1.1% | +6.5% | +5.9% |
| 30D | -13.2% | +11.5% | -24.7% | -18.8% |
| 3M | -13.7% | +1.8% | -15.5% | -15.8% |
| 6M | +91.0% | +21.2% | +69.8% | +70.1% |
| YTD | +32.7% | +29.9% | +2.7% | +12.0% |
| 1Y | +13.3% | +35.8% | -22.5% | -7.3% |
| 3Y | +83.4% | +62.6% | +20.8% | +21.8% |
| 5Y | -24.7% | -62.8% | +38.1% | +0.5% |
| All | +14.6% | -45.5% | +60.1% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling