+16.5%
SNOW vs SAP
+60.2%
-43.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.7% |
| 7D | +0.2% | +1.5% | -1.2% | -1.2% |
| 30D | -19.8% | +8.8% | -28.7% | -25.0% |
| 3M | -11.6% | +12.1% | -23.7% | -19.0% |
| 6M | +94.0% | +34.6% | +59.4% | +55.1% |
| YTD | +34.8% | -2.1% | +36.9% | +33.9% |
| 1Y | +10.1% | -5.5% | +15.7% | +12.1% |
| 3Y | +84.4% | +67.4% | +16.9% | +17.9% |
| 5Y | -18.1% | +74.6% | -92.7% | -53.8% |
| All | +16.5% | +60.2% | -43.7% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling