+82.7%
ASML vs SNOW
-24.5%
+107.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +0.5% |
| 7D | +4.9% | +5.5% | -0.5% | +3.6% |
| 30D | -9.3% | -13.2% | +3.9% | -6.1% |
| 3M | -19.0% | -13.7% | -5.2% | -16.7% |
| 6M | -5.2% | +91.0% | -96.2% | -22.4% |
| YTD | +40.6% | +32.7% | +8.0% | +25.1% |
| 1Y | +47.5% | +13.3% | +34.2% | +37.2% |
| 3Y | +133.9% | +83.4% | +50.5% | +76.3% |
| All | +82.7% | -24.5% | +107.2% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling