+8.6%
SNOW vs USB
+107.3%
-98.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -9.9% | 0.0% | -9.9% | -9.9% |
| 30D | -17.1% | +5.8% | -23.0% | -18.7% |
| 3M | -13.2% | -6.0% | -7.3% | -11.7% |
| 6M | +97.4% | +7.8% | +89.7% | +91.5% |
| YTD | +25.8% | +14.6% | +11.2% | +19.3% |
| 1Y | +4.2% | +31.8% | -27.6% | -5.9% |
| 3Y | +91.3% | +91.5% | -0.2% | +54.3% |
| 5Y | -24.4% | +22.0% | -46.4% | -34.2% |
| All | +8.6% | +107.3% | -98.6% | -2.6% |
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