+461.1%
XOM vs SNOW
+34.3%
+426.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | -2.4% | +6.5% | +4.1% |
| 30D | +4.6% | -1.0% | +5.6% | +4.6% |
| 3M | +14.0% | +36.9% | -22.9% | +13.3% |
| 6M | +11.0% | +83.4% | -72.4% | +9.4% |
| YTD | +40.7% | +50.0% | -9.3% | +39.3% |
| 1Y | +52.3% | +46.5% | +5.8% | +50.8% |
| 3Y | +60.5% | +93.3% | -32.9% | +56.0% |
| 5Y | +266.4% | +3.3% | +263.1% | +255.3% |
| All | +461.1% | +34.3% | +426.9% | +446.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling