+8.6%
SNOW vs RACE
+126.6%
-117.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +3.3% |
| 7D | -9.9% | +5.1% | -15.0% | -12.9% |
| 30D | -17.1% | +7.7% | -24.8% | -21.2% |
| 3M | -13.2% | +2.2% | -15.4% | -14.6% |
| 6M | +97.4% | +23.8% | +73.7% | +70.8% |
| YTD | +25.8% | +13.9% | +11.9% | +12.9% |
| 1Y | +4.2% | +3.8% | +0.4% | -0.5% |
| 3Y | +91.3% | +28.0% | +63.3% | +32.4% |
| 5Y | -24.4% | +64.9% | -89.3% | -63.7% |
| All | +8.6% | +126.6% | -117.9% | -55.0% |
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