+52.0%
SNOW vs SAP
-19.8%
+71.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.8% |
| 7D | +2.8% | -2.9% | +5.7% | +4.9% |
| 30D | +6.4% | +9.0% | -2.6% | +1.2% |
| 3M | +38.1% | +14.9% | +23.1% | +27.6% |
| 6M | +100.4% | +11.9% | +88.5% | +87.2% |
| YTD | +53.7% | -9.9% | +63.6% | +57.7% |
| 1Y | +52.0% | -19.5% | +71.5% | +63.5% |
| All | +52.0% | -19.8% | +71.8% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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