+14.6%
SNOW vs SAP
+61.0%
-46.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.8% |
| 7D | +5.5% | +0.6% | +4.9% | +5.0% |
| 30D | -13.2% | +6.5% | -19.7% | -17.5% |
| 3M | -13.7% | +12.2% | -26.0% | -21.0% |
| 6M | +91.0% | +46.1% | +44.9% | +44.1% |
| YTD | +32.7% | -1.6% | +34.3% | +31.3% |
| 1Y | +13.3% | -5.1% | +18.4% | +14.9% |
| 3Y | +83.4% | +68.4% | +15.0% | +16.8% |
| 5Y | -24.7% | +79.4% | -104.1% | -58.0% |
| All | +14.6% | +61.0% | -46.4% | -31.1% |
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