+91.3%
SNOW vs URA
+36.0%
+55.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +0.8% |
| 7D | -9.9% | -4.1% | -5.7% | -8.5% |
| 30D | -17.1% | -19.0% | +1.9% | -10.9% |
| 3M | -13.2% | -25.1% | +11.9% | -4.6% |
| 6M | +97.4% | -44.5% | +141.9% | +137.3% |
| YTD | +25.8% | -24.3% | +50.1% | +32.6% |
| 1Y | +4.2% | -28.1% | +32.3% | +11.4% |
| 3Y | +91.3% | +40.7% | +50.6% | +39.1% |
| All | +91.3% | +36.0% | +55.4% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling