+148.2%
TSLA vs SNOW
+34.3%
+113.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | -2.4% | +5.6% | +4.1% |
| 30D | +11.6% | -1.0% | +12.6% | +11.7% |
| 3M | -8.4% | +36.9% | -45.3% | -18.8% |
| 6M | -10.4% | +83.4% | -93.7% | -32.3% |
| YTD | -18.7% | +50.0% | -68.7% | -34.3% |
| 1Y | -0.9% | +46.5% | -47.4% | -19.6% |
| 3Y | +33.6% | +93.3% | -59.8% | -10.7% |
| 5Y | +48.9% | +3.3% | +45.6% | +12.9% |
| All | +148.2% | +34.3% | +113.9% | +59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling