+385.8%
SN vs RACE
+30.0%
+355.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | 0.0% |
| 7D | +3.8% | +5.7% | -1.8% | +1.4% |
| 30D | +17.5% | +9.3% | +8.3% | +13.3% |
| 3M | +19.2% | +3.8% | +15.4% | +17.1% |
| 6M | +84.9% | +29.8% | +55.1% | +65.2% |
| YTD | +94.0% | +15.6% | +78.4% | +80.8% |
| 1Y | +151.3% | +5.1% | +146.3% | +142.6% |
| All | +385.8% | +30.0% | +355.7% | +330.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling