+3.6%
SNOW vs UNP
+48.4%
-44.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +8.4% | -1.7% | +10.1% | +9.0% |
| 30D | -1.0% | -2.1% | +1.2% | -0.3% |
| 3M | +38.3% | +5.4% | +32.9% | +35.4% |
| 6M | +81.3% | +13.4% | +67.9% | +69.9% |
| YTD | +51.1% | +25.0% | +26.2% | +34.1% |
| 1Y | +47.0% | +34.6% | +12.4% | +24.8% |
| 3Y | +99.7% | +43.6% | +56.1% | +61.2% |
| 5Y | +3.6% | +51.7% | -48.1% | -18.9% |
| All | +3.6% | +48.4% | -44.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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