+63.3%
MSFT vs SNOW
-17.3%
+80.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.7% |
| 7D | -6.2% | +3.7% | -9.9% | -7.1% |
| 30D | -3.7% | -16.4% | +12.7% | 0.0% |
| 3M | +3.6% | -9.9% | +13.5% | +5.3% |
| 6M | +26.8% | +98.8% | -72.0% | +6.9% |
| YTD | +8.4% | +37.3% | -28.9% | -1.7% |
| 1Y | +3.3% | +11.0% | -7.8% | -2.2% |
| 3Y | +44.3% | +87.8% | -43.5% | +15.4% |
| 5Y | +63.3% | -18.4% | +81.7% | +41.5% |
| All | +63.3% | -17.3% | +80.7% | +41.5% |
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