+34.4%
TSLA vs SNOW
+99.4%
-64.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +3.0% | +8.4% | -5.4% | +0.6% |
| 30D | +11.2% | -1.0% | +12.1% | +11.3% |
| 3M | -7.3% | +38.3% | -45.6% | -15.3% |
| 6M | -7.7% | +81.3% | -89.0% | -24.7% |
| YTD | -18.2% | +51.1% | -69.3% | -29.4% |
| 1Y | +6.0% | +47.0% | -41.0% | -8.1% |
| All | +34.4% | +99.4% | -64.9% | -5.7% |
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