+425.4%
SN vs RACE
+34.4%
+391.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | 0.0% |
| 7D | +3.8% | +5.7% | -1.8% | +1.5% |
| 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% | +65.3% |
| YTD | +94.0% | +15.6% | +78.4% | +80.9% |
| 1Y | +151.3% | +5.1% | +146.3% | +142.7% |
| 3Y | +387.1% | +30.8% | +356.3% | +327.0% |
| All | +425.4% | +34.4% | +391.0% | +328.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling