+72.6%
QCOM vs SNOW
+36.9%
+35.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | +5.1% | +4.9% | +0.1% | +3.6% |
| 30D | +4.3% | +1.5% | +2.8% | +3.5% |
| 3M | -19.6% | +39.5% | -59.2% | -25.8% |
| 6M | +29.5% | +85.9% | -56.4% | +9.1% |
| YTD | +3.4% | +52.9% | -49.6% | -9.2% |
| 1Y | +10.9% | +48.1% | -37.2% | -2.3% |
| 3Y | +74.8% | +102.2% | -27.4% | +35.0% |
| 5Y | +36.2% | +5.5% | +30.7% | +12.5% |
| All | +72.6% | +36.9% | +35.7% | +34.1% |
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