+48.3%
XLE vs SNOW
+51.4%
-3.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -1.0% |
| 7D | +2.2% | +2.8% | -0.6% | +2.3% |
| 30D | +11.8% | +6.4% | +5.4% | +12.0% |
| 3M | +9.8% | +38.1% | -28.3% | +10.8% |
| 6M | +15.6% | +100.4% | -84.8% | +17.7% |
| YTD | +45.3% | +53.7% | -8.5% | +44.3% |
| 1Y | +48.3% | +52.0% | -3.6% | +52.8% |
| All | +48.3% | +51.4% | -3.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 1y: compounded portfolio wealth divided by compounded SNOW 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…
1y analysis · Full analysis span regression · 6 months rolling