-25.6%
SNOW vs URA
+33.4%
-59.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +0.2% |
| 7D | -9.9% | -4.1% | -5.7% | -7.9% |
| 30D | -17.1% | -19.0% | +1.9% | -8.2% |
| 3M | -13.2% | -25.1% | +11.9% | -0.9% |
| 6M | +97.4% | -44.5% | +141.9% | +156.0% |
| YTD | +25.8% | -24.3% | +50.1% | +34.6% |
| 1Y | +4.2% | -28.1% | +32.3% | +13.6% |
| 3Y | +91.3% | +40.7% | +50.6% | +26.3% |
| All | -25.6% | +33.4% | -59.0% | -49.4% |
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