+70.0%
QCOM vs SNOW
+18.8%
+51.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.9% | +2.5% |
| 7D | +5.8% | +0.2% | +5.6% | +5.9% |
| 30D | -2.3% | -21.1% | +18.8% | +2.8% |
| 3M | +2.7% | -11.9% | +14.6% | +5.1% |
| 6M | -21.0% | +91.0% | -112.0% | -33.3% |
| YTD | +1.8% | +32.7% | -30.9% | -7.8% |
| 1Y | +2.4% | +10.8% | -8.3% | -3.5% |
| 3Y | +52.1% | +86.2% | -34.1% | +19.8% |
| 5Y | +14.6% | -22.7% | +37.4% | +0.9% |
| All | +70.0% | +18.8% | +51.2% | +36.2% |
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 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