+86.9%
SNOW vs USB
+90.4%
-3.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.1% | -5.1% | -6.4% |
| 7D | -18.4% | -1.5% | -16.9% | -17.9% |
| 30D | -19.8% | +4.3% | -24.1% | -21.3% |
| 3M | -14.9% | -6.1% | -8.9% | -12.8% |
| 6M | +90.2% | +9.4% | +80.8% | +81.0% |
| YTD | +22.9% | +15.2% | +7.7% | +13.6% |
| 1Y | +1.8% | +32.8% | -31.0% | -12.8% |
| All | +86.9% | +90.4% | -3.5% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling