+30.5%
SNOW vs SAP
+43.3%
-12.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.4% |
| 7D | +8.4% | -0.3% | +8.6% | +8.9% |
| 30D | -1.0% | +0.3% | -1.2% | -0.9% |
| 3M | +38.3% | +16.9% | +21.4% | +22.7% |
| 6M | +81.3% | +6.3% | +75.0% | +72.5% |
| YTD | +51.1% | -12.4% | +63.5% | +63.8% |
| 1Y | +47.0% | -21.6% | +68.6% | +71.8% |
| 3Y | +99.7% | +54.8% | +45.0% | +36.0% |
| 5Y | +3.6% | +56.2% | -52.6% | -36.4% |
| All | +30.5% | +43.3% | -12.8% | -14.0% |
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