+7.9%
SNOW vs RACE
+93.6%
-85.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.1% |
| 7D | +2.8% | -2.5% | +5.3% | +4.8% |
| 30D | +6.4% | +0.8% | +5.6% | +6.0% |
| 3M | +38.1% | +17.2% | +20.9% | +23.2% |
| 6M | +100.4% | +13.6% | +86.8% | +81.3% |
| YTD | +53.7% | +12.2% | +41.5% | +38.7% |
| 1Y | +52.0% | -16.3% | +68.2% | +66.8% |
| 3Y | +114.7% | +36.4% | +78.2% | +25.9% |
| All | +7.9% | +93.6% | -85.7% | -56.8% |
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 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