+32.1%
SNOW vs XYZ
-48.4%
+80.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +1.1% |
| 7D | +4.9% | +2.9% | +2.1% | +3.2% |
| 30D | +1.5% | +1.4% | +0.1% | +0.4% |
| 3M | +39.5% | +14.6% | +25.0% | +28.9% |
| 6M | +85.9% | +20.8% | +65.1% | +66.9% |
| YTD | +52.9% | +23.1% | +29.9% | +34.4% |
| 1Y | +48.1% | +5.6% | +42.5% | +38.8% |
| 3Y | +102.2% | +50.9% | +51.3% | +40.3% |
| 5Y | +5.5% | -68.6% | +74.0% | +53.9% |
| All | +32.1% | -48.4% | +80.5% | +39.0% |
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