+72.4%
IBM vs SNOW
+103.1%
-30.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.3% | +4.9% | -4.6% | -0.7% |
| 30D | -1.5% | +1.5% | -3.0% | -2.0% |
| 3M | -16.8% | +39.5% | -56.3% | -21.7% |
| 6M | -9.0% | +85.9% | -94.9% | -18.9% |
| YTD | -20.1% | +52.9% | -73.0% | -27.3% |
| 1Y | -7.0% | +48.1% | -55.1% | -15.4% |
| 3Y | +72.4% | +102.2% | -29.8% | +46.9% |
| All | +72.4% | +103.1% | -30.7% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling