+351.9%
GOOGL vs SNOW
+37.6%
+314.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.2% |
| 7D | -2.3% | +2.8% | -5.1% | -3.0% |
| 30D | -6.6% | +6.4% | -13.0% | -7.8% |
| 3M | -8.9% | +38.1% | -47.0% | -14.1% |
| 6M | +11.9% | +100.4% | -88.5% | -3.0% |
| YTD | +8.3% | +53.7% | -45.4% | -1.9% |
| 1Y | +46.2% | +52.0% | -5.7% | +32.2% |
| 3Y | +151.9% | +114.7% | +37.2% | +103.3% |
| 5Y | +137.7% | +8.8% | +128.9% | +98.9% |
| All | +351.9% | +37.6% | +314.3% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling