+103.2%
SNOW vs SAP
+59.4%
+43.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.8% |
| 7D | +2.8% | -2.9% | +5.7% | +5.0% |
| 30D | +6.4% | +9.0% | -2.6% | +1.0% |
| 3M | +38.1% | +14.9% | +23.1% | +25.9% |
| 6M | +100.4% | +11.9% | +88.5% | +86.2% |
| YTD | +53.7% | -9.9% | +63.6% | +62.4% |
| 1Y | +52.0% | -19.5% | +71.5% | +72.0% |
| All | +103.2% | +59.4% | +43.8% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling