+32.1%
SNOW vs UMC
+578.9%
-546.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -2.4% |
| 7D | +4.9% | +6.6% | -1.7% | +2.2% |
| 30D | +1.5% | +16.6% | -15.0% | -4.8% |
| 3M | +39.5% | +11.0% | +28.5% | +26.1% |
| 6M | +85.9% | +131.3% | -45.4% | +17.0% |
| YTD | +52.9% | +182.5% | -129.5% | -15.8% |
| 1Y | +48.1% | +222.3% | -174.2% | -24.2% |
| 3Y | +102.2% | +253.0% | -150.9% | -6.3% |
| 5Y | +5.5% | +141.8% | -136.4% | -43.0% |
| All | +32.1% | +578.9% | -546.8% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling