+29.6%
NFLX vs SNOW
+21.9%
+7.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.7% |
| 7D | -4.4% | +10.8% | -15.2% | -6.7% |
| 30D | -11.0% | -16.5% | +5.5% | -7.6% |
| 3M | -15.5% | -10.1% | -5.4% | -14.4% |
| 6M | -28.5% | +96.5% | -125.0% | -41.8% |
| YTD | -33.1% | +36.2% | -69.3% | -41.1% |
| 1Y | -45.8% | +10.7% | -56.5% | -49.6% |
| 3Y | +40.2% | +86.2% | -46.1% | +4.7% |
| 5Y | -8.2% | -22.7% | +14.6% | -24.6% |
| All | +29.6% | +21.9% | +7.6% | -2.4% |
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