+52.0%
SNOW vs RCAT
-2.3%
+54.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.1% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | +6.4% | -3.3% | +9.8% | +6.7% |
| 3M | +38.1% | -43.2% | +81.3% | +50.3% |
| 6M | +100.4% | -43.2% | +143.6% | +111.5% |
| YTD | +53.7% | +5.5% | +48.2% | +56.4% |
| 1Y | +52.0% | -1.6% | +53.6% | +58.1% |
| All | +52.0% | -2.3% | +54.3% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling