+79.0%
SNOW vs USAR
+58.5%
+20.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.4% | -0.3% |
| 7D | -7.5% | -9.3% | +1.8% | -7.2% |
| 30D | -1.3% | -15.2% | +13.9% | -0.9% |
| 3M | +37.4% | -21.1% | +58.5% | +38.0% |
| 6M | +88.1% | -21.6% | +109.6% | +88.7% |
| YTD | +50.3% | +34.8% | +15.5% | +50.5% |
| 1Y | +46.0% | +15.6% | +30.3% | +46.2% |
| 3Y | +98.7% | +57.7% | +41.0% | +82.1% |
| All | +79.0% | +58.5% | +20.5% | +63.1% |
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