-90.8%
SNAP vs RACE
+67.1%
-157.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.3% |
| 7D | -7.3% | +3.9% | -11.3% | -9.5% |
| 30D | -18.9% | +7.4% | -26.4% | -22.7% |
| 3M | -5.3% | +1.6% | -6.9% | -6.0% |
| 6M | -16.9% | +23.3% | -40.3% | -28.7% |
| YTD | -37.4% | +14.7% | -52.1% | -44.3% |
| 1Y | -38.5% | +2.5% | -41.0% | -40.5% |
| 3Y | -55.1% | +28.0% | -83.0% | -70.9% |
| 5Y | -90.8% | +69.8% | -160.6% | -96.2% |
| All | -90.8% | +67.1% | -157.9% | -96.2% |
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 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