+32.8%
SNOW vs NDAQ
+145.4%
-112.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.6% | -3.8% |
| 7D | +2.8% | -2.4% | +5.2% | +5.5% |
| 30D | +6.4% | +2.5% | +4.0% | +4.6% |
| 3M | +38.1% | +9.9% | +28.2% | +26.1% |
| 6M | +100.4% | +9.4% | +91.0% | +84.5% |
| YTD | +53.7% | +0.4% | +53.3% | +52.6% |
| 1Y | +52.0% | +4.0% | +47.9% | +45.1% |
| 3Y | +114.7% | +94.4% | +20.3% | +14.3% |
| 5Y | +8.8% | +56.7% | -48.0% | -32.5% |
| All | +32.8% | +145.4% | -112.6% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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