+16.5%
SNOW vs UAL
+226.7%
-210.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +0.2% | +12.5% | -12.2% | -3.5% |
| 30D | -19.8% | +12.2% | -32.0% | -22.9% |
| 3M | -11.6% | -2.6% | -9.0% | -11.4% |
| 6M | +94.0% | +21.1% | +72.9% | +79.4% |
| YTD | +34.8% | +7.8% | +27.0% | +27.5% |
| 1Y | +10.1% | +25.4% | -15.3% | -1.2% |
| 3Y | +84.4% | +217.3% | -133.0% | +10.8% |
| 5Y | -18.1% | +132.9% | -151.0% | -49.6% |
| All | +16.5% | +226.7% | -210.2% | -24.2% |
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