+61.7%
NFLX vs SNOW
+37.6%
+24.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.4% | +0.1% | -4.0% |
| 7D | -4.2% | +2.8% | -7.0% | -5.3% |
| 30D | +5.5% | +6.4% | -1.0% | +3.3% |
| 3M | -4.1% | +38.1% | -42.1% | -12.0% |
| 6M | -20.7% | +100.4% | -121.1% | -36.0% |
| YTD | -16.5% | +53.7% | -70.3% | -28.1% |
| 1Y | -37.8% | +52.0% | -89.7% | -46.6% |
| 3Y | +77.9% | +114.7% | -36.8% | +28.4% |
| 5Y | +32.5% | +8.8% | +23.7% | +3.5% |
| All | +61.7% | +37.6% | +24.1% | +19.2% |
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