+101.1%
GOOGL vs SNOW
-24.5%
+125.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | +3.9% | +5.5% | -1.6% | +2.9% |
| 30D | -14.9% | -13.2% | -1.8% | -12.9% |
| 3M | -14.6% | -13.7% | -0.8% | -12.8% |
| 6M | -26.4% | +91.0% | -117.4% | -36.1% |
| YTD | -5.3% | +32.7% | -38.0% | -12.7% |
| 1Y | +6.5% | +13.3% | -6.8% | +1.2% |
| 3Y | +126.0% | +83.4% | +42.7% | +83.8% |
| All | +101.1% | -24.5% | +125.6% | +76.2% |
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