-26.1%
SNOW vs UL
+33.5%
-59.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -2.7% |
| 7D | +5.5% | +1.1% | +4.4% | +5.4% |
| 30D | -13.2% | +4.5% | -17.7% | -13.6% |
| 3M | -13.7% | +6.5% | -20.2% | -14.4% |
| 6M | +91.0% | +18.2% | +72.8% | +86.3% |
| YTD | +32.7% | +4.7% | +28.0% | +31.5% |
| 1Y | +13.3% | +0.8% | +12.5% | +13.3% |
| 3Y | +83.4% | +35.9% | +47.5% | +57.6% |
| All | -26.1% | +33.5% | -59.6% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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