+363.2%
XLE vs SNOW
+18.8%
+344.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.3% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -4.8% | -21.1% | +16.3% | -3.9% |
| 3M | +8.4% | -11.9% | +20.3% | +8.7% |
| 6M | +12.7% | +91.0% | -78.3% | +8.6% |
| YTD | +41.3% | +32.7% | +8.6% | +38.2% |
| 1Y | +42.3% | +10.8% | +31.5% | +40.5% |
| 3Y | +65.1% | +86.2% | -21.1% | +55.9% |
| 5Y | +150.2% | -22.7% | +172.9% | +139.3% |
| All | +363.2% | +18.8% | +344.3% | +339.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling