+151.8%
IBM vs SNOW
+37.6%
+114.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.5% |
| 7D | -0.3% | +2.8% | -3.1% | -0.6% |
| 30D | +0.3% | +6.4% | -6.1% | -0.3% |
| 3M | -21.6% | +38.1% | -59.7% | -23.7% |
| 6M | -4.7% | +100.4% | -105.1% | -9.9% |
| YTD | -19.1% | +53.7% | -72.8% | -22.5% |
| 1Y | -2.5% | +52.0% | -54.5% | -6.7% |
| 3Y | +74.2% | +114.7% | -40.5% | +62.8% |
| 5Y | +113.1% | +8.8% | +104.4% | +96.1% |
| All | +151.8% | +37.6% | +114.2% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling