+9.5%
SNY vs RACE
+90.9%
-81.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -3.6% | -2.2% | -1.4% | -3.2% |
| 30D | -1.9% | -0.4% | -1.5% | -1.9% |
| 3M | -2.0% | +17.9% | -19.9% | -5.2% |
| 6M | +2.5% | +19.3% | -16.7% | -1.2% |
| YTD | -7.0% | +11.9% | -18.8% | -9.5% |
| 1Y | -4.4% | -12.7% | +8.3% | -2.9% |
| 3Y | -8.4% | +41.1% | -49.5% | -15.3% |
| 5Y | +9.5% | +94.1% | -84.5% | -7.3% |
| All | +9.5% | +90.9% | -81.4% | -7.3% |
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 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