+18.6%
SNOW vs RCAT
+530.0%
-511.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.8% |
| 7D | +3.7% | +7.2% | -3.6% | +3.3% |
| 30D | -16.4% | -20.4% | +4.0% | -15.8% |
| 3M | -9.9% | -59.8% | +49.9% | -6.9% |
| 6M | +98.8% | -61.9% | +160.7% | +105.2% |
| YTD | +37.3% | -45.9% | +83.2% | +40.3% |
| 1Y | +11.0% | -50.5% | +61.6% | +13.5% |
| 3Y | +87.8% | +387.5% | -299.7% | +88.1% |
| 5Y | -18.4% | +70.9% | -89.3% | -18.8% |
| All | +18.6% | +530.0% | -511.3% | +34.5% |
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