+30.5%
SNOW vs RCAT
+1,093.8%
-1,063.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.0% |
| 7D | +8.4% | -2.3% | +10.7% | +8.5% |
| 30D | -1.0% | -18.7% | +17.7% | -0.3% |
| 3M | +38.3% | -29.3% | +67.6% | +39.7% |
| 6M | +81.3% | -42.3% | +123.6% | +83.7% |
| YTD | +51.1% | +2.5% | +48.6% | +50.9% |
| 1Y | +47.0% | -5.7% | +52.6% | +46.5% |
| 3Y | +99.7% | +764.9% | -665.1% | +95.7% |
| 5Y | +3.6% | +182.3% | -178.7% | +0.9% |
| All | +30.5% | +1,093.8% | -1,063.3% | +44.7% |
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