+315.4%
ASML vs SNOW
+12.6%
+302.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.7% | +4.5% |
| 7D | -9.0% | -9.9% | +0.9% | -6.6% |
| 30D | -21.0% | -17.1% | -3.8% | -17.4% |
| 3M | -16.3% | -13.2% | -3.1% | -14.1% |
| 6M | -7.5% | +97.4% | -105.0% | -24.9% |
| YTD | +34.0% | +25.8% | +8.2% | +20.7% |
| 1Y | +39.3% | +4.2% | +35.1% | +32.0% |
| 3Y | +128.9% | +91.3% | +37.5% | +71.4% |
| 5Y | +76.1% | -24.4% | +100.5% | +53.6% |
| All | +315.4% | +12.6% | +302.8% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling