+32.8%
SNOW vs UPS
-20.6%
+53.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | +2.8% | -2.9% | +5.7% | +4.2% |
| 30D | +6.4% | -3.5% | +9.9% | +8.0% |
| 3M | +38.1% | -5.7% | +43.8% | +40.7% |
| 6M | +100.4% | -4.4% | +104.8% | +101.4% |
| YTD | +53.7% | +8.0% | +45.7% | +45.0% |
| 1Y | +52.0% | +29.0% | +22.9% | +30.8% |
| 3Y | +114.7% | -27.7% | +142.4% | +140.2% |
| 5Y | +8.8% | -34.3% | +43.1% | +29.4% |
| All | +32.8% | -20.6% | +53.3% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling