+3.3%
SNOW vs UPS
-34.8%
+38.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -2.4% | -2.0% | -0.5% | -1.6% |
| 30D | -1.0% | -2.0% | +1.0% | -0.1% |
| 3M | +36.9% | -6.2% | +43.1% | +40.1% |
| 6M | +83.4% | +2.8% | +80.6% | +78.4% |
| YTD | +50.0% | +5.9% | +44.1% | +42.1% |
| 1Y | +46.5% | +26.2% | +20.3% | +25.7% |
| 3Y | +93.3% | -26.0% | +119.3% | +115.0% |
| All | +3.3% | -34.8% | +38.1% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling