+9.5%
SNOW vs UMC
+112.5%
-103.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -14.5% | -14.7% | +0.2% | -13.3% |
| 30D | -14.3% | -32.9% | +18.6% | -11.7% |
| 3M | -8.3% | -22.2% | +13.9% | -6.2% |
| 6M | +101.5% | +25.9% | +75.6% | +92.6% |
| YTD | +32.5% | +107.9% | -75.4% | +17.3% |
| 1Y | +9.5% | +115.0% | -105.5% | -4.0% |
| All | +9.5% | +112.5% | -103.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling