+32.8%
SNOW vs CAPR
+101.3%
-68.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +38.1% | -66.4% | +104.5% | +39.3% |
| 6M | +100.4% | -63.1% | +163.5% | +101.4% |
| YTD | +53.7% | -67.4% | +121.1% | +54.8% |
| 1Y | +52.0% | +58.2% | -6.3% | +38.8% |
| 3Y | +114.7% | +42.2% | +72.4% | +67.5% |
| 5Y | +8.8% | +87.3% | -78.5% | -26.3% |
| All | +32.8% | +101.3% | -68.5% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling