+75.7%
QCOM vs SNOW
+21.9%
+53.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | +13.0% | +10.8% | +2.2% | +10.6% |
| 30D | +0.2% | -16.5% | +16.7% | +4.2% |
| 3M | +9.2% | -10.1% | +19.3% | +11.3% |
| 6M | -15.0% | +96.5% | -111.5% | -28.7% |
| YTD | +5.2% | +36.2% | -31.0% | -5.3% |
| 1Y | +2.4% | +10.7% | -8.3% | -3.5% |
| 3Y | +52.0% | +86.2% | -34.3% | +19.7% |
| 5Y | +19.7% | -22.7% | +42.4% | +5.4% |
| All | +75.7% | +21.9% | +53.7% | +39.9% |
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