+14.7%
SNOW vs CAPR
+110.9%
-96.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.4% | -3.9% | +5.4% |
| 7D | +0.2% | +36.0% | -35.9% | -0.4% |
| 30D | -21.1% | +25.8% | -46.9% | -21.5% |
| 3M | -11.9% | +140.8% | -152.7% | -13.9% |
| 6M | +91.0% | -67.6% | +158.6% | +92.5% |
| YTD | +32.7% | -65.9% | +98.6% | +33.4% |
| 1Y | +10.8% | +66.1% | -55.3% | +1.3% |
| 3Y | +86.2% | +256.9% | -170.7% | +30.5% |
| 5Y | -22.7% | +172.1% | -194.8% | -50.2% |
| All | +14.7% | +110.9% | -96.3% | -29.0% |
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