+136.0%
GOOG vs SNOW
+3.4%
+132.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | 0.0% | -2.4% | +2.5% | +0.5% |
| 30D | -2.0% | -1.0% | -1.0% | -2.1% |
| 3M | -5.9% | +36.9% | -42.7% | -11.5% |
| 6M | +8.9% | +83.4% | -74.5% | -5.0% |
| YTD | +7.1% | +50.0% | -42.9% | -3.3% |
| 1Y | +39.7% | +46.5% | -6.8% | +26.2% |
| 3Y | +145.8% | +93.3% | +52.5% | +98.2% |
| All | +136.0% | +3.4% | +132.7% | +93.9% |
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