+94.8%
SNOW vs UPS
-27.1%
+121.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +8.4% | -3.7% | +12.1% | +9.4% |
| 30D | -1.0% | -3.7% | +2.8% | -0.1% |
| 3M | +38.3% | -6.6% | +44.9% | +40.0% |
| 6M | +81.3% | +2.6% | +78.7% | +79.2% |
| YTD | +51.1% | +4.8% | +46.3% | +47.5% |
| 1Y | +47.0% | +25.3% | +21.7% | +36.1% |
| All | +94.8% | -27.1% | +121.9% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling