+108.6%
ASML vs SNOW
+9.3%
+99.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.4% | +9.6% | +5.5% |
| 7D | +1.1% | +2.8% | -1.7% | -0.2% |
| 30D | +2.2% | +6.4% | -4.2% | 0.0% |
| 3M | -2.3% | +38.1% | -40.4% | -10.7% |
| 6M | +23.0% | +100.4% | -77.4% | -1.9% |
| YTD | +61.1% | +53.7% | +7.3% | +38.0% |
| 1Y | +129.1% | +52.0% | +77.2% | +96.3% |
| 3Y | +165.4% | +114.7% | +50.7% | +90.3% |
| All | +108.6% | +9.3% | +99.3% | +61.9% |
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