+14.7%
SNOW vs RACE
+128.1%
-113.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +5.1% |
| 7D | +0.2% | +3.9% | -3.8% | -2.4% |
| 30D | -21.1% | +7.4% | -28.5% | -24.8% |
| 3M | -11.9% | +1.6% | -13.5% | -13.0% |
| 6M | +91.0% | +23.3% | +67.7% | +65.6% |
| YTD | +32.7% | +14.7% | +18.1% | +18.6% |
| 1Y | +10.8% | +2.5% | +8.2% | +6.7% |
| 3Y | +86.2% | +28.0% | +58.2% | +29.3% |
| 5Y | -22.7% | +69.8% | -92.5% | -63.3% |
| All | +14.7% | +128.1% | -113.4% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling