+5.5%
SNOW vs RCAT
+192.8%
-187.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.9% |
| 7D | +4.9% | +5.4% | -0.5% | +4.4% |
| 30D | +1.5% | -5.6% | +7.1% | +1.9% |
| 3M | +39.5% | -30.2% | +69.7% | +43.4% |
| 6M | +85.9% | -43.4% | +129.3% | +92.7% |
| YTD | +52.9% | +9.6% | +43.3% | +49.6% |
| 1Y | +48.1% | -2.0% | +50.1% | +43.9% |
| 3Y | +102.2% | +825.0% | -722.8% | +55.9% |
| 5Y | +5.5% | +199.8% | -194.4% | -16.9% |
| All | +5.5% | +192.8% | -187.3% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling