+111.6%
SNOW vs USB
+95.2%
+16.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.2% | -5.3% |
| 7D | +2.8% | +1.4% | +1.4% | +2.2% |
| 30D | +6.4% | -1.3% | +7.7% | +6.9% |
| 3M | +38.1% | +15.2% | +22.8% | +29.6% |
| 6M | +100.4% | +18.8% | +81.6% | +84.5% |
| YTD | +53.7% | +21.0% | +32.7% | +40.2% |
| 1Y | +52.0% | +34.0% | +17.9% | +31.6% |
| All | +111.6% | +95.2% | +16.4% | +61.7% |
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