+46.2%
TSLA vs SNOW
+5.9%
+40.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +3.0% | +8.4% | -5.4% | -0.1% |
| 30D | +11.2% | -1.0% | +12.1% | +11.3% |
| 3M | -7.3% | +38.3% | -45.6% | -17.9% |
| 6M | -7.7% | +81.3% | -89.0% | -29.7% |
| YTD | -18.2% | +51.1% | -69.3% | -33.7% |
| 1Y | +6.0% | +47.0% | -41.0% | -13.7% |
| 3Y | +48.0% | +99.7% | -51.7% | -2.3% |
| 5Y | +46.2% | +3.6% | +42.6% | +7.4% |
| All | +46.2% | +5.9% | +40.3% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling