+14.7%
SNOW vs UAL
+226.2%
-211.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.8% | -1.2% | +3.4% |
| 7D | +0.2% | +10.2% | -10.0% | -3.0% |
| 30D | -21.1% | +12.0% | -33.1% | -24.0% |
| 3M | -11.9% | -7.1% | -4.8% | -10.4% |
| 6M | +91.0% | +20.9% | +70.1% | +76.7% |
| YTD | +32.7% | +7.7% | +25.1% | +25.6% |
| 1Y | +10.8% | +23.6% | -12.8% | -0.1% |
| 3Y | +86.2% | +222.6% | -136.4% | +11.2% |
| 5Y | -22.7% | +127.9% | -150.7% | -52.3% |
| All | +14.7% | +226.2% | -211.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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