+16.5%
SNOW vs RCAT
+518.2%
-501.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +1.8% |
| 7D | +0.2% | -5.6% | +5.8% | +0.4% |
| 30D | -19.8% | -27.0% | +7.2% | -18.9% |
| 3M | -11.6% | -57.9% | +46.3% | -8.9% |
| 6M | +94.0% | -59.4% | +153.4% | +100.0% |
| YTD | +34.8% | -46.9% | +81.7% | +37.8% |
| 1Y | +10.1% | -54.0% | +64.2% | +12.8% |
| 3Y | +84.4% | +378.4% | -294.0% | +84.8% |
| 5Y | -18.1% | +61.9% | -80.0% | -18.5% |
| All | +16.5% | +518.2% | -501.7% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling