+9.5%
SNOW vs CAPR
+47.4%
-38.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.3% | -9.8% | -1.5% |
| 7D | -14.5% | +43.2% | -57.7% | -14.6% |
| 30D | -14.3% | +14.7% | -28.9% | -14.3% |
| 3M | -8.3% | +113.9% | -122.2% | -8.5% |
| 6M | +101.5% | -73.4% | +174.9% | +102.5% |
| YTD | +32.5% | -69.1% | +101.6% | +32.9% |
| 1Y | +9.5% | +47.2% | -37.7% | +7.7% |
| All | +9.5% | +47.4% | -38.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling