+86.2%
SNOW vs RCAT
+390.2%
-304.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.4% | -5.9% | +4.3% |
| 7D | +0.2% | +1.1% | -1.0% | -0.2% |
| 30D | -21.1% | -22.0% | +0.9% | -19.2% |
| 3M | -11.9% | -51.1% | +39.2% | -5.7% |
| 6M | +91.0% | -56.6% | +147.6% | +106.3% |
| YTD | +32.7% | -43.3% | +76.0% | +39.3% |
| 1Y | +10.8% | -51.5% | +62.3% | +16.9% |
| 3Y | +86.2% | +411.4% | -325.2% | +78.7% |
| All | +86.2% | +390.2% | -304.0% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling