+86.2%
SNOW vs SAP
+72.5%
+13.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.5% |
| 7D | +0.2% | +1.6% | -1.5% | -1.2% |
| 30D | -21.1% | +10.5% | -31.6% | -26.4% |
| 3M | -11.9% | +15.2% | -27.1% | -19.8% |
| 6M | +91.0% | +36.7% | +54.3% | +55.8% |
| YTD | +32.7% | -0.6% | +33.3% | +30.4% |
| 1Y | +10.8% | -4.1% | +14.9% | +11.3% |
| 3Y | +86.2% | +73.2% | +13.0% | +20.2% |
| All | +86.2% | +72.5% | +13.7% | +20.2% |
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