+29.8%
SNOW vs UPS
-22.4%
+52.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -7.5% | -3.4% | -4.1% | -6.1% |
| 30D | -1.3% | -2.7% | +1.4% | -0.1% |
| 3M | +37.4% | -1.6% | +39.1% | +37.5% |
| 6M | +88.1% | +2.3% | +85.7% | +83.7% |
| YTD | +50.3% | +5.6% | +44.7% | +43.2% |
| 1Y | +46.0% | +27.1% | +18.9% | +26.4% |
| 3Y | +98.7% | -26.3% | +125.0% | +118.5% |
| 5Y | +3.5% | -34.5% | +38.0% | +23.6% |
| All | +29.8% | -22.4% | +52.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 10y: compounded portfolio wealth divided by compounded UPS 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…
10y analysis · Full analysis span regression · 6 months rolling