+111.6%
SNOW vs RACE
+36.9%
+74.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.7% |
| 7D | +2.8% | -2.5% | +5.3% | +3.8% |
| 30D | +6.4% | +0.8% | +5.6% | +6.3% |
| 3M | +38.1% | +17.2% | +20.9% | +30.8% |
| 6M | +100.4% | +13.6% | +86.8% | +90.8% |
| YTD | +53.7% | +12.2% | +41.5% | +46.3% |
| 1Y | +52.0% | -16.3% | +68.2% | +57.3% |
| All | +111.6% | +36.9% | +74.7% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling