+4.6%
TSLA vs SNOW
+51.4%
-46.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.4% | -0.5% | -5.1% |
| 7D | +1.5% | +2.8% | -1.3% | +1.0% |
| 30D | +10.1% | +6.4% | +3.7% | +9.1% |
| 3M | -15.4% | +38.1% | -53.5% | -18.7% |
| 6M | -12.8% | +100.4% | -113.2% | -21.9% |
| YTD | -21.3% | +53.7% | -75.0% | -24.2% |
| 1Y | +4.6% | +52.0% | -47.4% | +8.0% |
| All | +4.6% | +51.4% | -46.8% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling