+83.4%
SNOW vs URI
+153.1%
-69.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.2% |
| 7D | +5.5% | +6.7% | -1.2% | +3.6% |
| 30D | -13.2% | +8.9% | -22.0% | -15.1% |
| 3M | -13.7% | +0.5% | -14.3% | -14.0% |
| 6M | +91.0% | +20.7% | +70.3% | +79.1% |
| YTD | +32.7% | +40.0% | -7.4% | +15.2% |
| 1Y | +13.3% | +34.4% | -21.1% | +0.1% |
| 3Y | +83.4% | +149.5% | -66.1% | +30.7% |
| All | +83.4% | +153.1% | -69.8% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling