+32.8%
SNOW vs UNP
+62.2%
-29.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +2.8% | -5.3% | +8.1% | +4.3% |
| 30D | +6.4% | -1.5% | +8.0% | +6.8% |
| 3M | +38.1% | +10.3% | +27.8% | +34.0% |
| 6M | +100.4% | +9.7% | +90.7% | +92.7% |
| YTD | +53.7% | +27.1% | +26.6% | +38.8% |
| 1Y | +52.0% | +32.6% | +19.4% | +34.3% |
| 3Y | +114.7% | +40.0% | +74.7% | +84.1% |
| 5Y | +8.8% | +50.8% | -42.1% | -7.9% |
| All | +32.8% | +62.2% | -29.4% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling