+74.4%
TSLA vs SNOW
+81.8%
-7.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.1% |
| 7D | +8.9% | +5.5% | +3.5% | +7.3% |
| 30D | +6.3% | -13.2% | +19.4% | +10.5% |
| 3M | +14.8% | -13.7% | +28.5% | +19.2% |
| 6M | -12.4% | +91.0% | -103.3% | -29.6% |
| YTD | -13.2% | +32.7% | -45.9% | -22.2% |
| 1Y | -2.9% | +13.3% | -16.2% | -8.3% |
| 3Y | +74.4% | +83.4% | -8.9% | +27.0% |
| All | +74.4% | +81.8% | -7.4% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling