+8.4%
SNOW vs USB
+33.5%
-25.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +5.4% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | -21.1% | +6.8% | -27.9% | -21.3% |
| 3M | -11.9% | -3.8% | -8.1% | -11.7% |
| 6M | +91.0% | +11.7% | +79.2% | +89.9% |
| YTD | +32.7% | +17.5% | +15.2% | +32.6% |
| All | +8.4% | +33.5% | -25.1% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling