-25.6%
SNOW vs UAL
+109.3%
-134.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +1.6% |
| 7D | -9.9% | +8.2% | -18.0% | -12.7% |
| 30D | -17.1% | +2.3% | -19.4% | -18.1% |
| 3M | -13.2% | -12.7% | -0.6% | -9.5% |
| 6M | +97.4% | +12.7% | +84.7% | +84.8% |
| YTD | +25.8% | +0.8% | +24.9% | +20.6% |
| 1Y | +4.2% | +17.8% | -13.6% | -6.4% |
| 3Y | +91.3% | +206.7% | -115.4% | -1.1% |
| All | -25.6% | +109.3% | -134.9% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling