+63.5%
SNOW vs USAR
-18.3%
+81.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.5% | +1.7% |
| 7D | +3.7% | +0.8% | +2.9% | +3.6% |
| 30D | -16.4% | -30.1% | +13.7% | -15.4% |
| 3M | -9.9% | -56.3% | +46.4% | -7.5% |
| 6M | +98.8% | -68.6% | +167.4% | +105.5% |
| YTD | +37.3% | -30.5% | +67.9% | +40.5% |
| 1Y | +11.0% | -53.5% | +64.5% | +13.9% |
| 3Y | +87.8% | -19.3% | +107.1% | +77.7% |
| All | +63.5% | -18.3% | +81.8% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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