+38.1%
SNOW vs U
-43.3%
+81.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +8.4% | +4.4% | +4.0% | +6.6% |
| 30D | -1.0% | -1.3% | +0.3% | -0.4% |
| 3M | +38.3% | +49.6% | -11.3% | +15.0% |
| 6M | +81.3% | +100.2% | -18.9% | +32.6% |
| YTD | +51.1% | -3.7% | +54.8% | +44.2% |
| 1Y | +47.0% | -6.5% | +53.5% | +38.2% |
| 3Y | +99.7% | +12.9% | +86.8% | +49.2% |
| 5Y | +3.6% | -68.3% | +71.9% | +22.5% |
| All | +38.1% | -43.3% | +81.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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