+17.6%
SNOW vs URI
+569.0%
-551.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +10.8% | +9.3% | +1.5% | +7.1% |
| 30D | -16.5% | +7.6% | -24.1% | -18.7% |
| 3M | -10.1% | +1.0% | -11.1% | -10.7% |
| 6M | +96.5% | +19.8% | +76.7% | +80.5% |
| YTD | +36.2% | +41.9% | -5.7% | +12.7% |
| 1Y | +10.7% | +33.4% | -22.7% | -5.8% |
| 3Y | +86.2% | +156.0% | -69.8% | +12.5% |
| 5Y | -22.7% | +209.5% | -232.2% | -60.7% |
| All | +17.6% | +569.0% | -551.4% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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