+169.4%
QQQ vs SNOW
+34.3%
+135.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.6% | -2.4% | +1.9% | -0.1% |
| 30D | -1.2% | -1.0% | -0.2% | -1.4% |
| 3M | -0.2% | +36.9% | -37.1% | -6.5% |
| 6M | +17.9% | +83.4% | -65.4% | +2.1% |
| YTD | +16.6% | +50.0% | -33.3% | +4.7% |
| 1Y | +23.0% | +46.5% | -23.5% | +10.4% |
| 3Y | +92.9% | +93.3% | -0.4% | +55.9% |
| 5Y | +95.6% | +3.3% | +92.3% | +63.8% |
| All | +169.4% | +34.3% | +135.1% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling