+16.5%
SNOW vs URI
+547.8%
-531.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +2.4% |
| 7D | +0.2% | -6.0% | +6.2% | +2.6% |
| 30D | -19.8% | +4.6% | -24.4% | -21.1% |
| 3M | -11.6% | -2.7% | -8.9% | -10.9% |
| 6M | +94.0% | +18.4% | +75.6% | +79.0% |
| YTD | +34.8% | +37.4% | -2.5% | +13.0% |
| 1Y | +10.1% | +30.4% | -20.2% | -5.5% |
| 3Y | +84.4% | +147.9% | -63.5% | +12.8% |
| 5Y | -18.1% | +202.1% | -220.2% | -57.9% |
| All | +16.5% | +547.8% | -531.3% | -44.5% |
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