+32.8%
SNOW vs RACE
+123.2%
-90.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.2% |
| 7D | +2.8% | -2.5% | +5.3% | +4.7% |
| 30D | +6.4% | +0.8% | +5.6% | +6.0% |
| 3M | +38.1% | +17.2% | +20.9% | +24.1% |
| 6M | +100.4% | +13.6% | +86.8% | +82.5% |
| YTD | +53.7% | +12.2% | +41.5% | +39.7% |
| 1Y | +52.0% | -16.3% | +68.2% | +65.5% |
| 3Y | +114.7% | +36.4% | +78.2% | +38.4% |
| 5Y | +8.8% | +95.0% | -86.2% | -50.5% |
| All | +32.8% | +123.2% | -90.4% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling