+121.0%
SNOW vs NVD
-99.2%
+220.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.6% |
| 7D | +2.8% | -11.1% | +13.9% | +0.9% |
| 30D | +6.4% | -13.3% | +19.7% | +4.6% |
| 3M | +38.1% | -19.8% | +57.9% | +35.2% |
| 6M | +100.4% | -48.8% | +149.2% | +84.1% |
| YTD | +53.7% | -49.7% | +103.4% | +42.2% |
| 1Y | +52.0% | -61.4% | +113.3% | +36.7% |
| 3Y | +114.7% | -99.1% | +213.8% | +6.8% |
| All | +121.0% | -99.2% | +220.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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