+154.9%
XLF vs SNOW
+36.9%
+118.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +0.2% | +4.9% | -4.7% | -0.4% |
| 30D | -0.5% | +1.5% | -2.0% | -0.8% |
| 3M | +10.6% | +39.5% | -28.9% | +7.1% |
| 6M | +14.3% | +85.9% | -71.6% | +6.7% |
| YTD | +5.5% | +52.9% | -47.4% | +0.2% |
| 1Y | +9.6% | +48.1% | -38.5% | +4.0% |
| 3Y | +75.2% | +102.2% | -27.0% | +57.6% |
| 5Y | +65.5% | +5.5% | +60.1% | +48.2% |
| All | +154.9% | +36.9% | +118.0% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling