+37.8%
RACE vs SBAC
-8.8%
+46.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | +0.8% | +6.9% | -6.1% | -0.5% |
| 3M | +17.2% | -8.2% | +25.4% | +18.9% |
| 6M | +13.6% | -1.6% | +15.2% | +13.6% |
| YTD | +12.2% | -0.1% | +12.3% | +11.7% |
| 1Y | -16.3% | -0.5% | -15.8% | -16.6% |
| All | +37.8% | -8.8% | +46.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling