+82.1%
IBM vs SNOW
+82.5%
-0.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | -0.5% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +8.4% | -21.1% | +29.4% | +12.4% |
| 3M | +4.5% | -11.9% | +16.4% | +6.0% |
| 6M | +7.9% | +91.0% | -83.1% | -4.4% |
| YTD | -15.2% | +32.7% | -47.9% | -21.5% |
| 1Y | -17.6% | +10.8% | -28.3% | -22.1% |
| 3Y | +82.1% | +86.2% | -4.2% | +52.7% |
| All | +82.1% | +82.5% | -0.5% | +52.7% |
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