+54.6%
SNY vs RACE
+649.8%
-595.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +2.8% | -1.2% | +4.0% | +3.1% |
| 30D | +21.6% | +6.1% | +15.5% | +19.9% |
| 3M | +10.5% | -0.3% | +10.8% | +10.5% |
| 6M | +14.0% | +23.4% | -9.4% | +8.1% |
| YTD | +5.4% | +12.5% | -7.2% | +1.6% |
| 1Y | -2.5% | -0.5% | -2.0% | -3.2% |
| 3Y | +22.1% | +23.6% | -1.5% | +12.8% |
| 5Y | +18.0% | +65.4% | -47.4% | -0.4% |
| 10Y | +77.7% | +715.5% | -637.8% | -1.2% |
| All | +54.6% | +649.8% | -595.2% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling