+39.7%
SNOW vs UMAC
+488.3%
-448.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | -7.5% | -4.0% | -3.5% | -7.3% |
| 30D | -1.3% | -9.4% | +8.1% | -1.1% |
| 3M | +37.4% | +3.0% | +34.5% | +35.5% |
| 6M | +88.1% | +27.2% | +60.9% | +81.1% |
| YTD | +50.3% | +84.7% | -34.4% | +42.2% |
| 1Y | +46.0% | +136.5% | -90.5% | +36.2% |
| All | +39.7% | +488.3% | -448.5% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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