+93.9%
QQQ vs SNOW
+2.5%
+91.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -1.3% | -7.5% | +6.3% | +0.2% |
| 30D | -1.4% | -1.3% | 0.0% | -1.4% |
| 3M | +2.3% | +37.4% | -35.2% | -4.6% |
| 6M | +16.9% | +88.1% | -71.2% | -0.3% |
| YTD | +15.6% | +50.3% | -34.7% | +3.2% |
| 1Y | +22.6% | +46.0% | -23.4% | +9.6% |
| 3Y | +93.5% | +98.7% | -5.2% | +52.7% |
| 5Y | +93.9% | +3.5% | +90.4% | +59.9% |
| All | +93.9% | +2.5% | +91.4% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling