+65.0%
XLF vs SNOW
+2.5%
+62.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -2.9% | -7.5% | +4.6% | -2.1% |
| 30D | -1.6% | -1.3% | -0.3% | -1.6% |
| 3M | +9.3% | +37.4% | -28.2% | +5.4% |
| 6M | +14.6% | +88.1% | -73.5% | +5.6% |
| YTD | +4.7% | +50.3% | -45.6% | -1.3% |
| 1Y | +8.6% | +46.0% | -37.4% | +2.4% |
| 3Y | +73.9% | +98.7% | -24.8% | +53.4% |
| 5Y | +65.0% | +3.5% | +61.5% | +44.5% |
| All | +65.0% | +2.5% | +62.5% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling