+32.8%
SNOW vs URI
+492.0%
-459.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -6.0% |
| 7D | +2.8% | -2.0% | +4.8% | +3.6% |
| 30D | +6.4% | -12.9% | +19.4% | +11.9% |
| 3M | +38.1% | -6.7% | +44.8% | +40.4% |
| 6M | +100.4% | +19.0% | +81.4% | +79.9% |
| YTD | +53.7% | +25.5% | +28.2% | +33.4% |
| 1Y | +52.0% | +5.5% | +46.4% | +41.8% |
| 3Y | +114.7% | +111.3% | +3.3% | +40.0% |
| 5Y | +8.8% | +198.6% | -189.8% | -42.8% |
| All | +32.8% | +492.0% | -459.2% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling