+30.5%
SNOW vs URA
+373.2%
-342.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | +8.4% | +5.7% | +2.7% | +5.9% |
| 30D | -1.0% | +5.6% | -6.6% | -3.4% |
| 3M | +38.3% | +6.2% | +32.1% | +33.5% |
| 6M | +81.3% | -8.2% | +89.5% | +82.7% |
| YTD | +51.1% | +9.7% | +41.4% | +38.0% |
| 1Y | +47.0% | +17.0% | +30.0% | +26.9% |
| 3Y | +99.7% | +118.5% | -18.7% | +18.1% |
| 5Y | +3.6% | +134.3% | -130.7% | -42.7% |
| All | +30.5% | +373.2% | -342.6% | -47.2% |
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