-2.5%
IBM vs SNOW
+51.4%
-53.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +1.2% |
| 7D | -0.3% | +2.8% | -3.1% | -1.2% |
| 30D | +0.3% | +6.4% | -6.1% | -1.4% |
| 3M | -21.6% | +38.1% | -59.7% | -27.6% |
| 6M | -4.7% | +100.4% | -105.1% | -19.1% |
| YTD | -19.1% | +53.7% | -72.8% | -30.1% |
| 1Y | -2.5% | +52.0% | -54.5% | -14.8% |
| All | -2.5% | +51.4% | -53.9% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling