-13.3%
QCOM vs SNOW
+97.7%
-111.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.2% | +5.2% |
| 7D | +0.4% | -9.9% | +10.2% | +1.6% |
| 30D | -6.6% | -17.1% | +10.5% | -4.6% |
| 3M | +3.7% | -13.2% | +16.9% | +5.6% |
| 6M | -13.3% | +97.4% | -110.7% | -13.7% |
| All | -13.3% | +97.7% | -111.1% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling