+67.3%
QCOM vs SNOW
+37.6%
+29.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +1.2% |
| 7D | +3.3% | +2.8% | +0.5% | +2.3% |
| 30D | +7.7% | +6.4% | +1.3% | +5.8% |
| 3M | -30.1% | +38.1% | -68.1% | -35.2% |
| 6M | +22.8% | +100.4% | -77.5% | +1.7% |
| YTD | +0.2% | +53.7% | -53.5% | -12.1% |
| 1Y | +7.9% | +52.0% | -44.1% | -5.5% |
| 3Y | +55.8% | +114.7% | -58.8% | +18.5% |
| 5Y | +30.1% | +8.8% | +21.3% | +6.8% |
| All | +67.3% | +37.6% | +29.7% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling