+148.7%
XLK vs SNOW
+3.4%
+145.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -2.4% | +2.6% | +0.7% |
| 30D | -0.6% | -1.0% | +0.4% | -0.8% |
| 3M | +2.6% | +36.9% | -34.3% | -4.7% |
| 6M | +34.0% | +83.4% | -49.4% | +14.2% |
| YTD | +30.7% | +50.0% | -19.3% | +16.1% |
| 1Y | +39.2% | +46.5% | -7.3% | +23.8% |
| 3Y | +120.4% | +93.3% | +27.1% | +74.6% |
| All | +148.7% | +3.4% | +145.3% | +105.1% |
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