+139.0%
SN vs RACE
+2.2%
+136.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.0% |
| 7D | +7.6% | +0.2% | +7.3% | +7.4% |
| 30D | +22.4% | +6.6% | +15.8% | +18.9% |
| 3M | +21.7% | +2.2% | +19.5% | +20.0% |
| 6M | +102.8% | +22.4% | +80.4% | +83.7% |
| YTD | +102.4% | +13.8% | +88.6% | +84.9% |
| 1Y | +139.0% | +2.2% | +136.8% | +127.8% |
| All | +139.0% | +2.2% | +136.8% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling