+111.9%
INTC vs SNOW
+37.6%
+74.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.4% | +9.9% | +5.5% |
| 7D | +7.1% | +2.8% | +4.3% | +6.2% |
| 30D | -5.2% | +6.4% | -11.6% | -6.6% |
| 3M | -14.3% | +38.1% | -52.4% | -19.6% |
| 6M | +110.2% | +100.4% | +9.8% | +78.1% |
| YTD | +159.6% | +53.7% | +105.9% | +131.7% |
| 1Y | +289.3% | +52.0% | +237.3% | +248.6% |
| 3Y | +166.1% | +114.7% | +51.4% | +111.4% |
| 5Y | +94.4% | +8.8% | +85.6% | +62.2% |
| All | +111.9% | +37.6% | +74.3% | +67.6% |
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