+1,653.8%
NVDA vs SNOW
+34.3%
+1,619.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.1% | -2.4% | -2.7% | -4.4% |
| 30D | -2.5% | -1.0% | -1.5% | -2.7% |
| 3M | +6.7% | +36.9% | -30.2% | -4.6% |
| 6M | +17.6% | +83.4% | -65.7% | -8.2% |
| YTD | +17.3% | +50.0% | -32.7% | -2.7% |
| 1Y | +23.5% | +46.5% | -23.0% | +2.5% |
| 3Y | +384.6% | +93.3% | +291.3% | +238.6% |
| 5Y | +875.4% | +3.3% | +872.1% | +666.2% |
| All | +1,653.8% | +34.3% | +1,619.5% | +1,141.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling