+17.6%
SNOW vs CAPR
+119.3%
-101.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +7.9% | -0.7% |
| 7D | +10.8% | +19.1% | -8.3% | +10.4% |
| 30D | -16.5% | +48.8% | -65.3% | -17.2% |
| 3M | -10.1% | +144.4% | -154.5% | -12.2% |
| 6M | +96.5% | -67.5% | +164.1% | +98.0% |
| YTD | +36.2% | -64.5% | +100.7% | +36.6% |
| 1Y | +10.7% | +74.4% | -63.7% | +1.1% |
| 3Y | +86.2% | +265.7% | -179.5% | +30.6% |
| 5Y | -22.7% | +196.0% | -218.7% | -50.6% |
| All | +17.6% | +119.3% | -101.6% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling