+264.7%
XOM vs SNOW
+2.5%
+262.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +1.9% | -7.5% | +9.4% | +2.0% |
| 30D | +4.1% | -1.3% | +5.4% | +4.1% |
| 3M | +10.4% | +37.4% | -27.0% | +9.7% |
| 6M | +13.0% | +88.1% | -75.0% | +11.4% |
| YTD | +40.1% | +50.3% | -10.3% | +38.7% |
| 1Y | +51.1% | +46.0% | +5.1% | +49.7% |
| 3Y | +57.7% | +98.7% | -41.0% | +52.9% |
| 5Y | +264.7% | +3.5% | +261.2% | +259.6% |
| All | +264.7% | +2.5% | +262.2% | +259.6% |
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