+117.9%
ASML vs SNOW
+79.7%
+38.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.2% | -2.1% | -8.2% |
| 7D | -19.0% | -18.4% | -0.7% | -16.3% |
| 30D | -25.9% | -19.8% | -6.2% | -23.3% |
| 3M | -19.1% | -14.9% | -4.1% | -17.3% |
| 6M | -5.7% | +90.2% | -95.9% | -17.8% |
| YTD | +27.6% | +22.9% | +4.7% | +21.6% |
| 1Y | +30.8% | +1.8% | +29.0% | +30.4% |
| All | +117.9% | +79.7% | +38.2% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling