+140.5%
TSLA vs SNOW
+37.6%
+102.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.4% | -0.5% | -4.0% |
| 7D | +1.5% | +2.8% | -1.3% | +0.2% |
| 30D | +10.1% | +6.4% | +3.7% | +7.4% |
| 3M | -15.4% | +38.1% | -53.5% | -25.1% |
| 6M | -12.8% | +100.4% | -113.2% | -36.5% |
| YTD | -21.3% | +53.7% | -75.0% | -36.9% |
| 1Y | +4.6% | +52.0% | -47.4% | -16.3% |
| 3Y | +44.5% | +114.7% | -70.1% | -7.3% |
| 5Y | +44.8% | +8.8% | +36.0% | +7.7% |
| All | +140.5% | +37.6% | +102.8% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling