+14.7%
SNOW vs USB
+112.5%
-97.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.7% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | -21.1% | +6.8% | -27.9% | -22.8% |
| 3M | -11.9% | -3.8% | -8.1% | -11.0% |
| 6M | +91.0% | +11.7% | +79.2% | +83.2% |
| YTD | +32.7% | +17.5% | +15.2% | +24.9% |
| 1Y | +10.8% | +33.8% | -23.0% | -0.4% |
| 3Y | +86.2% | +104.2% | -18.0% | +47.6% |
| 5Y | -22.7% | +26.4% | -49.1% | -33.2% |
| All | +14.7% | +112.5% | -97.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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