+120.6%
IBM vs SNOW
+5.9%
+114.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.5% |
| 7D | +3.6% | +8.4% | -4.8% | +2.6% |
| 30D | +1.5% | -1.0% | +2.5% | +1.5% |
| 3M | -12.9% | +38.3% | -51.2% | -15.8% |
| 6M | -3.9% | +81.3% | -85.2% | -9.8% |
| YTD | -17.3% | +51.1% | -68.5% | -21.7% |
| 1Y | -5.0% | +47.0% | -51.9% | -9.9% |
| 3Y | +78.2% | +99.7% | -21.5% | +63.5% |
| 5Y | +120.6% | +3.6% | +117.0% | +99.5% |
| All | +120.6% | +5.9% | +114.7% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling