+14.4%
SNOW vs USB
+112.8%
-98.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.1% |
| 7D | -14.5% | +2.4% | -16.9% | -15.2% |
| 30D | -14.3% | +6.6% | -20.8% | -16.1% |
| 3M | -8.3% | -4.1% | -4.2% | -7.2% |
| 6M | +101.5% | +12.5% | +89.0% | +92.7% |
| YTD | +32.5% | +17.6% | +14.8% | +24.6% |
| 1Y | +9.5% | +36.5% | -27.0% | -2.3% |
| 3Y | +93.7% | +95.4% | -1.6% | +55.1% |
| 5Y | -18.6% | +26.1% | -44.7% | -29.7% |
| All | +14.4% | +112.8% | -98.3% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling