+42.2%
SNOW vs UMAC
+549.5%
-507.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.3% | -9.8% | -1.2% |
| 7D | +4.9% | +14.7% | -9.8% | +3.9% |
| 30D | +1.5% | -0.5% | +2.0% | +1.1% |
| 3M | +39.5% | +0.5% | +39.0% | +37.8% |
| 6M | +85.9% | +57.9% | +28.0% | +76.9% |
| YTD | +52.9% | +103.9% | -51.0% | +43.6% |
| 1Y | +48.1% | +159.3% | -111.2% | +37.2% |
| All | +42.2% | +549.5% | -507.3% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling