+32.8%
SNOW vs URA
+365.1%
-332.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | +2.8% | +1.1% | +1.7% | +2.5% |
| 30D | +6.4% | +7.4% | -1.0% | +3.0% |
| 3M | +38.1% | -8.4% | +46.5% | +41.9% |
| 6M | +100.4% | -12.7% | +113.1% | +106.0% |
| YTD | +53.7% | +7.8% | +45.9% | +41.5% |
| 1Y | +52.0% | +19.5% | +32.5% | +29.7% |
| 3Y | +114.7% | +116.4% | -1.8% | +27.4% |
| 5Y | +8.8% | +134.3% | -125.5% | -39.8% |
| All | +32.8% | +365.1% | -332.3% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling