+3.5%
SNOW vs U
-68.9%
+72.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -7.5% | 0.0% | -7.5% | -7.5% |
| 30D | -1.3% | -4.1% | +2.8% | +0.5% |
| 3M | +37.4% | +57.8% | -20.4% | +11.6% |
| 6M | +88.1% | +103.5% | -15.5% | +36.3% |
| YTD | +50.3% | -4.8% | +55.1% | +44.2% |
| 1Y | +46.0% | -2.4% | +48.4% | +34.7% |
| 3Y | +98.7% | +11.7% | +87.0% | +48.8% |
| 5Y | +3.5% | -68.9% | +72.4% | +41.0% |
| All | +3.5% | -68.9% | +72.4% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling