+86.2%
SNOW vs USAR
-14.5%
+100.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.5% | -1.0% | +5.3% |
| 7D | +0.2% | -1.1% | +1.2% | +0.2% |
| 30D | -21.1% | -30.3% | +9.2% | -20.1% |
| 3M | -11.9% | -54.7% | +42.8% | -9.7% |
| 6M | +91.0% | -67.5% | +158.5% | +97.1% |
| YTD | +32.7% | -26.4% | +59.1% | +35.5% |
| 1Y | +10.8% | -49.5% | +60.3% | +13.4% |
| 3Y | +86.2% | -14.5% | +100.7% | +92.6% |
| All | +86.2% | -14.5% | +100.7% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling