+399.4%
ASML vs SNOW
+37.6%
+361.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.4% | +9.6% | +5.4% |
| 7D | +1.1% | +2.8% | -1.7% | -0.1% |
| 30D | +2.2% | +6.4% | -4.2% | 0.0% |
| 3M | -2.3% | +38.1% | -40.4% | -10.5% |
| 6M | +23.0% | +100.4% | -77.4% | -1.1% |
| YTD | +61.1% | +53.7% | +7.3% | +38.5% |
| 1Y | +129.1% | +52.0% | +77.2% | +97.0% |
| 3Y | +165.4% | +114.7% | +50.7% | +94.1% |
| 5Y | +109.5% | +8.8% | +100.7% | +68.3% |
| All | +399.4% | +37.6% | +361.7% | +274.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling