+30.5%
SNOW vs UUUU
+722.0%
-691.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +8.4% | +1.8% | +6.6% | +8.0% |
| 30D | -1.0% | +1.8% | -2.8% | -1.6% |
| 3M | +38.3% | +1.3% | +37.1% | +36.5% |
| 6M | +81.3% | -26.8% | +108.1% | +87.7% |
| YTD | +51.1% | +0.1% | +51.0% | +41.9% |
| 1Y | +47.0% | +11.2% | +35.7% | +28.5% |
| 3Y | +99.7% | +97.7% | +2.1% | +36.0% |
| 5Y | +3.6% | +127.3% | -123.7% | -34.7% |
| All | +30.5% | +722.0% | -691.5% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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