+14.6%
SNOW vs URA
+221.5%
-206.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.9% |
| 7D | +5.5% | -1.5% | +7.0% | +6.1% |
| 30D | -13.2% | -10.4% | -2.7% | -8.7% |
| 3M | -13.7% | -29.6% | +15.9% | +0.1% |
| 6M | +91.0% | -40.3% | +131.3% | +135.0% |
| YTD | +32.7% | -25.5% | +58.1% | +43.0% |
| 1Y | +13.3% | -26.4% | +39.7% | +21.9% |
| 3Y | +83.4% | +31.4% | +51.9% | +37.6% |
| 5Y | -24.7% | +28.6% | -53.3% | -47.0% |
| All | +14.6% | +221.5% | -206.9% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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