+51.2%
MSFT vs SNOW
+103.1%
-51.8%
-34.5%
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% | -1.0% |
| 7D | -1.4% | +4.9% | -6.3% | -2.6% |
| 30D | -1.0% | +1.5% | -2.5% | -1.6% |
| 3M | +20.2% | +39.5% | -19.3% | +12.1% |
| 6M | +21.3% | +85.9% | -64.6% | +5.7% |
| YTD | +2.8% | +52.9% | -50.2% | -7.4% |
| 1Y | 0.0% | +48.1% | -48.1% | -9.9% |
| 3Y | +51.2% | +102.2% | -50.9% | +24.3% |
| All | +51.2% | +103.1% | -51.8% | +24.3% |
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 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