+53.3%
XLE vs SNOW
+47.9%
+5.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | 0.0% | +4.9% | -4.9% | +0.2% |
| 30D | +12.6% | +1.5% | +11.1% | +12.8% |
| 3M | +11.8% | +39.5% | -27.7% | +12.8% |
| 6M | +16.1% | +85.9% | -69.8% | +17.7% |
| YTD | +46.9% | +52.9% | -6.1% | +46.0% |
| 1Y | +53.3% | +48.1% | +5.1% | +56.4% |
| All | +53.3% | +47.9% | +5.4% | +56.4% |
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