+443.1%
XOM vs SNOW
+36.9%
+406.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.4% | +4.9% | -7.3% | -2.5% |
| 30D | +5.7% | +1.5% | +4.1% | +5.6% |
| 3M | +6.6% | +39.5% | -33.0% | +5.9% |
| 6M | +7.7% | +85.9% | -78.2% | +6.2% |
| YTD | +36.2% | +52.9% | -16.8% | +34.8% |
| 1Y | +50.5% | +48.1% | +2.4% | +49.0% |
| 3Y | +53.4% | +102.2% | -48.8% | +48.9% |
| 5Y | +254.2% | +5.5% | +248.7% | +243.4% |
| All | +443.1% | +36.9% | +406.2% | +428.8% |
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