-7.6%
SNPS vs RACE
+26.8%
-34.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +0.2% | +3.9% | -3.7% | -1.0% |
| 30D | -8.4% | +7.4% | -15.9% | -10.5% |
| 3M | +12.3% | +1.6% | +10.6% | +11.6% |
| 6M | -9.6% | +23.3% | -32.9% | -16.0% |
| YTD | -0.6% | +14.7% | -15.2% | -6.0% |
| 1Y | +18.7% | +2.5% | +16.2% | +16.9% |
| 3Y | -7.6% | +28.0% | -35.5% | -16.8% |
| All | -7.6% | +26.8% | -34.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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