-26.1%
SNOW vs RACE
+64.4%
-90.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.5% |
| 7D | +5.5% | -1.2% | +6.7% | +6.3% |
| 30D | -13.2% | +6.1% | -19.3% | -16.9% |
| 3M | -13.7% | -0.3% | -13.5% | -13.8% |
| 6M | +91.0% | +23.4% | +67.6% | +63.7% |
| YTD | +32.7% | +12.5% | +20.1% | +18.9% |
| 1Y | +13.3% | -0.5% | +13.7% | +11.1% |
| 3Y | +83.4% | +23.6% | +59.7% | +20.4% |
| All | -26.1% | +64.4% | -90.5% | -69.6% |
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