+344.1%
GOOGL vs SNOW
+34.6%
+309.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.8% | -7.5% | +4.7% | -1.6% |
| 30D | -3.2% | -1.3% | -1.9% | -3.3% |
| 3M | -6.6% | +37.4% | -44.1% | -11.9% |
| 6M | +8.5% | +88.1% | -79.6% | -4.8% |
| YTD | +6.5% | +50.3% | -43.8% | -3.2% |
| 1Y | +39.4% | +46.0% | -6.6% | +27.0% |
| 3Y | +146.2% | +98.7% | +47.5% | +101.7% |
| 5Y | +138.3% | +3.5% | +134.8% | +100.7% |
| All | +344.1% | +34.6% | +309.5% | +254.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling