+21.2%
SNOW vs U
-29.6%
+50.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -4.8% |
| 7D | +5.5% | +2.6% | +2.9% | +4.2% |
| 30D | -13.2% | +27.6% | -40.7% | -22.9% |
| 3M | -13.7% | +15.3% | -29.1% | -20.3% |
| 6M | +91.0% | +96.4% | -5.4% | +40.0% |
| YTD | +32.7% | +19.6% | +13.1% | +13.2% |
| 1Y | +13.3% | +42.1% | -28.9% | -11.0% |
| 3Y | +83.4% | +87.5% | -4.2% | +6.4% |
| 5Y | -24.7% | -73.1% | +48.4% | -6.4% |
| All | +21.2% | -29.6% | +50.8% | +3.4% |
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