+28.4%
SNPS vs RACE
+67.5%
-39.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -3.8% |
| 7D | -10.2% | +5.7% | -15.8% | -12.5% |
| 30D | -12.8% | +9.3% | -22.1% | -16.5% |
| 3M | +9.9% | +3.8% | +6.0% | +7.6% |
| 6M | -12.4% | +29.8% | -42.2% | -24.1% |
| YTD | -6.3% | +15.6% | -21.9% | -14.7% |
| 1Y | +7.6% | +5.1% | +2.6% | +2.9% |
| 3Y | -9.8% | +30.8% | -40.5% | -30.4% |
| All | +28.4% | +67.5% | -39.1% | -18.0% |
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