+102.2%
SNOW vs CAPR
+42.0%
+60.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.5% |
| 7D | +4.9% | -9.5% | +14.4% | +4.9% |
| 30D | +1.5% | +121.5% | -120.0% | +1.0% |
| 3M | +39.5% | -65.4% | +104.9% | +40.0% |
| 6M | +85.9% | -67.5% | +153.4% | +86.6% |
| YTD | +52.9% | -68.6% | +121.6% | +53.5% |
| 1Y | +48.1% | +42.7% | +5.4% | +44.7% |
| 3Y | +102.2% | +43.4% | +58.8% | +83.0% |
| All | +102.2% | +42.0% | +60.2% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling