-25.6%
SNOW vs URI
+166.6%
-192.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.9% |
| 7D | -9.9% | -9.8% | -0.1% | -5.8% |
| 30D | -17.1% | +1.7% | -18.9% | -17.7% |
| 3M | -13.2% | -9.1% | -4.2% | -9.9% |
| 6M | +97.4% | +9.9% | +87.6% | +85.6% |
| YTD | +25.8% | +31.2% | -5.5% | +4.1% |
| 1Y | +4.2% | +25.9% | -21.7% | -11.9% |
| 3Y | +91.3% | +147.4% | -56.1% | +0.4% |
| All | -25.6% | +166.6% | -192.1% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling