+143.8%
GOOGL vs SNOW
+99.4%
+44.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -1.9% | +8.4% | -10.2% | -2.8% |
| 30D | -7.5% | -1.0% | -6.5% | -7.5% |
| 3M | -9.2% | +38.3% | -47.5% | -12.5% |
| 6M | +8.1% | +81.3% | -73.2% | +0.2% |
| YTD | +5.8% | +51.1% | -45.3% | +0.5% |
| 1Y | +38.3% | +47.0% | -8.6% | +31.6% |
| All | +143.8% | +99.4% | +44.4% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling