+715.6%
RACE vs SBAC
+86.6%
+629.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | +0.8% | +6.9% | -6.1% | -1.5% |
| 3M | +17.2% | -8.2% | +25.4% | +19.9% |
| 6M | +13.6% | -1.6% | +15.2% | +12.4% |
| YTD | +12.2% | -0.1% | +12.3% | +10.3% |
| 1Y | -16.3% | -0.5% | -15.8% | -17.7% |
| 3Y | +36.4% | -9.1% | +45.5% | +35.0% |
| 5Y | +95.0% | -43.8% | +138.8% | +130.2% |
| 10Y | +813.2% | +80.5% | +732.7% | +525.3% |
| All | +715.6% | +86.6% | +629.0% | +417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling