-19.9%
IBM vs SNOW
+11.0%
-31.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.3% |
| 7D | -1.5% | +0.2% | -1.8% | -1.6% |
| 30D | +8.4% | -19.8% | +28.2% | +13.2% |
| 3M | +4.2% | -11.6% | +15.8% | +6.1% |
| 6M | +7.9% | +94.0% | -86.1% | -8.8% |
| YTD | -15.2% | +34.8% | -50.0% | -26.4% |
| All | -19.9% | +11.0% | -31.0% | -31.2% |
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 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