+47.0%
QCOM vs SNOW
+83.9%
-37.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.2% | +5.1% |
| 7D | +0.4% | -9.9% | +10.2% | +2.1% |
| 30D | -6.6% | -17.1% | +10.5% | -3.7% |
| 3M | +3.7% | -13.2% | +16.9% | +5.9% |
| 6M | -13.3% | +97.4% | -110.7% | -24.5% |
| YTD | -1.8% | +25.8% | -27.6% | -7.3% |
| 1Y | -2.5% | +4.2% | -6.7% | -4.5% |
| 3Y | +47.0% | +91.3% | -44.4% | +18.4% |
| All | +47.0% | +83.9% | -37.0% | +18.4% |
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