+432.7%
SN vs RACE
+29.0%
+403.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.0% |
| 7D | +1.4% | -4.0% | +5.4% | +3.1% |
| 30D | +16.6% | +3.5% | +13.1% | +15.0% |
| 3M | +18.3% | -0.4% | +18.7% | +18.2% |
| 6M | +103.1% | +23.2% | +79.9% | +85.6% |
| YTD | +96.7% | +11.0% | +85.7% | +86.5% |
| 1Y | +134.3% | -2.2% | +136.6% | +133.2% |
| 3Y | +425.2% | +22.5% | +402.7% | +372.5% |
| All | +432.7% | +29.0% | +403.6% | +341.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling