-18.4%
SNOW vs UNP
+40.3%
-58.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | +3.7% | -2.1% | +5.7% | +4.4% |
| 30D | -16.4% | +7.3% | -23.7% | -18.3% |
| 3M | -9.9% | +3.6% | -13.5% | -11.0% |
| 6M | +98.8% | +15.8% | +83.0% | +86.6% |
| YTD | +37.3% | +32.6% | +4.7% | +19.1% |
| 1Y | +11.0% | +37.2% | -26.2% | -5.7% |
| 3Y | +87.8% | +52.6% | +35.2% | +47.6% |
| 5Y | -18.4% | +40.6% | -59.0% | -37.1% |
| All | -18.4% | +40.3% | -58.7% | -37.1% |
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