+71.7%
XLV vs SNOW
+34.3%
+37.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | -2.4% | -1.1% | -3.4% |
| 30D | -1.8% | -1.0% | -0.8% | -1.9% |
| 3M | +7.8% | +36.9% | -29.1% | +5.8% |
| 6M | +9.1% | +83.4% | -74.2% | +4.7% |
| YTD | +7.7% | +50.0% | -42.2% | +4.5% |
| 1Y | +20.4% | +46.5% | -26.1% | +16.7% |
| 3Y | +30.8% | +93.3% | -62.6% | +22.6% |
| 5Y | +34.6% | +3.3% | +31.4% | +26.1% |
| All | +71.7% | +34.3% | +37.4% | +58.3% |
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