+40.5%
SNOW vs U
-44.5%
+84.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | +2.8% | -3.8% | +6.6% | +4.7% |
| 30D | +6.4% | +17.5% | -11.0% | -1.3% |
| 3M | +38.1% | +38.7% | -0.6% | +18.7% |
| 6M | +100.4% | +104.4% | -4.0% | +45.1% |
| YTD | +53.7% | -5.7% | +59.4% | +48.1% |
| 1Y | +52.0% | +3.7% | +48.3% | +36.0% |
| 3Y | +114.7% | +12.3% | +102.3% | +60.3% |
| 5Y | +8.8% | -68.8% | +77.6% | +29.6% |
| All | +40.5% | -44.5% | +84.9% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling