+32.8%
SNOW vs UAL
+201.8%
-169.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.5% | -7.9% | -6.2% |
| 7D | +2.8% | +0.7% | +2.1% | +2.4% |
| 30D | +6.4% | -16.1% | +22.5% | +12.2% |
| 3M | +38.1% | +6.1% | +31.9% | +34.1% |
| 6M | +100.4% | +10.8% | +89.5% | +89.0% |
| YTD | +53.7% | -0.4% | +54.1% | +49.6% |
| 1Y | +52.0% | +5.0% | +46.9% | +44.5% |
| 3Y | +114.7% | +124.0% | -9.4% | +46.2% |
| 5Y | +8.8% | +141.0% | -132.2% | -32.0% |
| All | +32.8% | +201.8% | -169.1% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling