+3.5%
SNOW vs UMC
+134.9%
-131.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | -7.5% | +11.4% | -18.9% | -11.5% |
| 30D | -1.3% | +16.8% | -18.1% | -7.6% |
| 3M | +37.4% | +19.1% | +18.3% | +19.4% |
| 6M | +88.1% | +137.4% | -49.4% | +12.3% |
| YTD | +50.3% | +186.4% | -136.1% | -22.8% |
| 1Y | +46.0% | +229.1% | -183.1% | -31.6% |
| 3Y | +98.7% | +257.9% | -159.2% | -18.9% |
| 5Y | +3.5% | +137.5% | -134.0% | -47.3% |
| All | +3.5% | +134.9% | -131.3% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling