+17.1%
SNPS vs RACE
+93.6%
-76.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.5% |
| 7D | -11.0% | -2.5% | -8.5% | -9.9% |
| 30D | -1.7% | +0.8% | -2.5% | -2.2% |
| 3M | -20.4% | +17.2% | -37.5% | -26.8% |
| 6M | -8.6% | +13.6% | -22.2% | -15.3% |
| YTD | -16.2% | +12.2% | -28.4% | -22.4% |
| 1Y | -34.6% | -16.3% | -18.3% | -29.5% |
| 3Y | -14.5% | +36.4% | -50.9% | -36.4% |
| All | +17.1% | +93.6% | -76.5% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling