+17.6%
SNOW vs UAL
+201.5%
-183.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | +1.1% |
| 7D | +10.8% | +0.7% | +10.1% | +10.5% |
| 30D | -16.5% | +7.8% | -24.3% | -18.7% |
| 3M | -10.1% | -11.1% | +1.0% | -7.3% |
| 6M | +96.5% | +16.1% | +80.5% | +84.0% |
| YTD | +36.2% | -0.5% | +36.7% | +32.0% |
| 1Y | +10.7% | +11.3% | -0.6% | +3.3% |
| 3Y | +86.2% | +192.8% | -106.6% | +14.7% |
| 5Y | -22.7% | +123.3% | -146.0% | -51.4% |
| All | +17.6% | +201.5% | -183.9% | -21.6% |
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