+10.7%
SNOW vs CAPR
+65.7%
-55.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +7.9% | -0.8% |
| 7D | +10.8% | +19.1% | -8.3% | +10.8% |
| 30D | -16.5% | +48.8% | -65.3% | -16.6% |
| 3M | -10.1% | +144.4% | -154.5% | -10.3% |
| 6M | +96.5% | -67.5% | +164.1% | +97.3% |
| YTD | +36.2% | -64.5% | +100.7% | +36.5% |
| 1Y | +10.7% | +74.4% | -63.7% | +7.3% |
| All | +10.7% | +65.7% | -55.0% | +7.3% |
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 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