-10.1%
SNPS vs RACE
+30.0%
-40.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.2% |
| 7D | -10.2% | +5.7% | -15.8% | -11.7% |
| 30D | -12.8% | +9.3% | -22.1% | -15.2% |
| 3M | +9.9% | +3.8% | +6.0% | +8.5% |
| 6M | -12.4% | +29.8% | -42.2% | -20.0% |
| YTD | -6.3% | +15.6% | -21.9% | -11.6% |
| 1Y | +7.6% | +5.1% | +2.6% | +5.0% |
| All | -10.1% | +30.0% | -40.2% | -19.5% |
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