-12.9%
SNPS vs RACE
+24.7%
-37.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | +1.1% | -1.2% | +2.3% | +1.4% |
| 30D | -5.2% | +6.1% | -11.3% | -6.9% |
| 3M | +10.6% | -0.3% | +10.8% | +10.5% |
| 6M | -10.6% | +23.4% | -34.0% | -17.0% |
| YTD | -3.1% | +12.5% | -15.6% | -7.9% |
| 1Y | +15.6% | -0.5% | +16.0% | +14.9% |
| 3Y | -12.9% | +23.6% | -36.6% | -20.3% |
| All | -12.9% | +24.7% | -37.6% | -20.3% |
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