+102.2%
SNOW vs USAR
+73.6%
+28.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.9% | +2.3% | +2.6% | +4.8% |
| 30D | +1.5% | -8.6% | +10.2% | +1.7% |
| 3M | +39.5% | -20.5% | +60.0% | +40.0% |
| 6M | +85.9% | +1.2% | +84.7% | +85.6% |
| YTD | +52.9% | +48.4% | +4.5% | +52.7% |
| 1Y | +48.1% | +30.6% | +17.5% | +47.9% |
| 3Y | +102.2% | +73.6% | +28.5% | +111.9% |
| All | +102.2% | +73.6% | +28.5% | +111.9% |
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