+7.9%
SNOW vs CAPR
+84.7%
-76.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.4% |
| 7D | +2.8% | -2.0% | +4.8% | +2.8% |
| 30D | +6.4% | +139.2% | -132.8% | +4.9% |
| 3M | +38.1% | -66.4% | +104.5% | +39.0% |
| 6M | +100.4% | -63.1% | +163.5% | +101.2% |
| YTD | +53.7% | -67.4% | +121.1% | +54.6% |
| 1Y | +52.0% | +58.2% | -6.3% | +42.4% |
| 3Y | +114.7% | +42.2% | +72.4% | +75.9% |
| All | +7.9% | +84.7% | -76.8% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling