+156.3%
MSFT vs SNOW
+37.6%
+118.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -0.9% |
| 7D | -2.7% | +2.8% | -5.5% | -3.5% |
| 30D | +2.7% | +6.4% | -3.7% | +1.1% |
| 3M | +17.0% | +38.1% | -21.1% | +9.2% |
| 6M | +23.8% | +100.4% | -76.6% | +5.4% |
| YTD | +4.0% | +53.7% | -49.7% | -6.9% |
| 1Y | -0.8% | +52.0% | -52.8% | -11.4% |
| 3Y | +55.6% | +114.7% | -59.1% | +23.9% |
| 5Y | +72.9% | +8.8% | +64.1% | +43.8% |
| All | +156.3% | +37.6% | +118.6% | +102.2% |
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