+32.1%
SNOW vs URI
+495.1%
-463.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +4.9% | +2.5% | +2.4% | +4.0% |
| 30D | +1.5% | -12.5% | +14.1% | +6.6% |
| 3M | +39.5% | -6.2% | +45.7% | +41.6% |
| 6M | +85.9% | +25.9% | +60.0% | +63.0% |
| YTD | +52.9% | +26.2% | +26.8% | +32.4% |
| 1Y | +48.1% | +5.5% | +42.6% | +38.3% |
| 3Y | +102.2% | +125.0% | -22.8% | +28.3% |
| 5Y | +5.5% | +210.4% | -205.0% | -45.0% |
| All | +32.1% | +495.1% | -463.0% | -35.0% |
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