+3.6%
SNOW vs UL
+19.6%
-16.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +8.4% | -3.2% | +11.6% | +8.8% |
| 30D | -1.0% | -0.6% | -0.4% | -0.9% |
| 3M | +38.3% | +9.4% | +28.9% | +36.5% |
| 6M | +81.3% | -4.1% | +85.4% | +83.1% |
| YTD | +51.1% | -2.0% | +53.1% | +51.0% |
| 1Y | +47.0% | -9.0% | +55.9% | +49.6% |
| 3Y | +99.7% | +21.8% | +77.9% | +77.3% |
| 5Y | +3.6% | +20.6% | -17.0% | -19.8% |
| All | +3.6% | +19.6% | -16.0% | -19.8% |
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