+140.1%
GOOGL vs SNOW
+3.4%
+136.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | -1.4% | -1.0% | -0.4% | -1.5% |
| 3M | -5.3% | +36.9% | -42.2% | -11.0% |
| 6M | +9.8% | +83.4% | -73.6% | -4.2% |
| YTD | +8.4% | +50.0% | -41.6% | -2.2% |
| 1Y | +41.2% | +46.5% | -5.3% | +27.6% |
| 3Y | +149.6% | +93.3% | +56.2% | +101.4% |
| All | +140.1% | +3.4% | +136.7% | +96.7% |
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