+14.7%
SNOW vs SAP
+62.7%
-48.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.3% |
| 7D | +0.2% | +1.6% | -1.5% | -1.4% |
| 30D | -21.1% | +10.5% | -31.6% | -27.0% |
| 3M | -11.9% | +15.2% | -27.1% | -20.7% |
| 6M | +91.0% | +36.7% | +54.3% | +51.0% |
| YTD | +32.7% | -0.6% | +33.3% | +30.4% |
| 1Y | +10.8% | -4.1% | +14.9% | +11.6% |
| 3Y | +86.2% | +73.2% | +13.0% | +16.1% |
| 5Y | -22.7% | +74.1% | -96.8% | -56.6% |
| All | +14.7% | +62.7% | -48.0% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling