+439.5%
SN vs RACE
+32.4%
+407.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.3% |
| 7D | +7.2% | +5.1% | +2.1% | +5.0% |
| 30D | +20.4% | +7.7% | +12.7% | +16.8% |
| 3M | +23.9% | +2.2% | +21.7% | +22.5% |
| 6M | +93.0% | +23.8% | +69.3% | +76.0% |
| YTD | +99.2% | +13.9% | +85.3% | +86.8% |
| 1Y | +142.6% | +3.8% | +138.8% | +135.5% |
| 3Y | +398.8% | +28.0% | +370.8% | +341.0% |
| All | +439.5% | +32.4% | +407.1% | +342.5% |
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