+48.4%
QCOM vs SNOW
+81.8%
-33.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | -0.1% | -2.2% |
| 7D | +4.3% | +5.5% | -1.2% | +3.4% |
| 30D | -0.1% | -13.2% | +13.1% | +2.3% |
| 3M | +5.2% | -13.7% | +19.0% | +7.5% |
| 6M | -18.4% | +91.0% | -109.3% | -28.4% |
| YTD | +2.4% | +32.7% | -30.3% | -4.2% |
| 1Y | +0.9% | +13.3% | -12.4% | -2.6% |
| 3Y | +48.4% | +83.4% | -35.0% | +17.8% |
| All | +48.4% | +81.8% | -33.4% | +17.8% |
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