+170.7%
QQQ vs SNOW
+36.9%
+133.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.5% | +4.9% | -3.4% | +0.3% |
| 30D | -0.6% | +1.5% | -2.2% | -1.3% |
| 3M | +0.4% | +39.5% | -39.1% | -6.3% |
| 6M | +20.1% | +85.9% | -65.8% | +3.6% |
| YTD | +17.2% | +52.9% | -35.7% | +4.8% |
| 1Y | +24.7% | +48.1% | -23.4% | +11.8% |
| 3Y | +96.2% | +102.2% | -6.0% | +57.1% |
| 5Y | +94.4% | +5.5% | +88.9% | +62.1% |
| All | +170.7% | +36.9% | +133.8% | +111.3% |
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