+69.0%
QCOM vs SNOW
+119.2%
-50.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.9% |
| 7D | +3.3% | +2.8% | +0.5% | +2.7% |
| 30D | +7.7% | +6.4% | +1.3% | +6.4% |
| 3M | -30.1% | +38.1% | -68.1% | -33.8% |
| 6M | +22.8% | +100.4% | -77.5% | +6.3% |
| YTD | +0.2% | +53.7% | -53.5% | -8.6% |
| 1Y | +7.9% | +52.0% | -44.1% | -1.7% |
| All | +69.0% | +119.2% | -50.2% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling