+36.2%
SNPS vs RACE
+69.7%
-33.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -0.6% | +0.2% | -0.9% | -0.8% |
| 30D | -9.8% | +6.6% | -16.4% | -12.6% |
| 3M | +11.7% | +2.2% | +9.5% | +10.2% |
| 6M | -10.9% | +22.4% | -33.3% | -20.5% |
| YTD | -2.1% | +13.8% | -15.9% | -10.2% |
| 1Y | +14.8% | +2.2% | +12.5% | +11.3% |
| 3Y | -11.3% | +25.6% | -37.0% | -29.9% |
| 5Y | +36.2% | +71.0% | -34.8% | -14.4% |
| All | +36.2% | +69.7% | -33.4% | -14.4% |
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