+341.2%
ASML vs SNOW
+18.8%
+322.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.5% | +0.7% | +4.9% |
| 7D | -0.8% | +0.2% | -1.0% | -0.7% |
| 30D | -14.9% | -21.1% | +6.2% | -9.9% |
| 3M | -13.0% | -11.9% | -1.1% | -10.9% |
| 6M | -4.7% | +91.0% | -95.7% | -21.7% |
| YTD | +42.3% | +32.7% | +9.6% | +26.6% |
| 1Y | +49.7% | +10.8% | +39.0% | +39.8% |
| 3Y | +144.3% | +86.2% | +58.1% | +85.4% |
| 5Y | +86.4% | -22.7% | +109.1% | +61.7% |
| All | +341.2% | +18.8% | +322.4% | +242.6% |
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