+2.3%
QCOM vs SNOW
+7.5%
-5.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.5% |
| 7D | -5.3% | -14.5% | +9.2% | -4.1% |
| 30D | -4.2% | -14.3% | +10.1% | -3.0% |
| 3M | +7.0% | -8.3% | +15.3% | +8.0% |
| 6M | +3.8% | +101.5% | -97.7% | -3.4% |
| YTD | +2.8% | +32.5% | -29.6% | +0.9% |
| 1Y | +2.3% | +9.5% | -7.2% | +2.4% |
| All | +2.3% | +7.5% | -5.2% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling