+5.5%
SNOW vs URA
+131.0%
-125.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.9% |
| 7D | +4.9% | +8.1% | -3.2% | +1.4% |
| 30D | +1.5% | +5.8% | -4.3% | -1.2% |
| 3M | +39.5% | +3.4% | +36.1% | +36.1% |
| 6M | +85.9% | -2.6% | +88.5% | +81.9% |
| YTD | +52.9% | +11.2% | +41.8% | +38.0% |
| 1Y | +48.1% | +19.8% | +28.3% | +25.0% |
| 3Y | +102.2% | +121.5% | -19.3% | +13.1% |
| 5Y | +5.5% | +134.5% | -129.0% | -45.1% |
| All | +5.5% | +131.0% | -125.5% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling