+727.9%
RACE vs SBAC
+86.6%
+641.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | +5.1% | +1.2% | +3.9% | +4.7% |
| 30D | +7.7% | +11.2% | -3.5% | +3.7% |
| 3M | +2.2% | +4.5% | -2.3% | +0.3% |
| 6M | +23.8% | -12.2% | +35.9% | +28.1% |
| YTD | +13.9% | -0.1% | +14.0% | +11.6% |
| 1Y | +3.8% | -0.3% | +4.0% | +1.7% |
| 3Y | +28.0% | -8.7% | +36.8% | +26.4% |
| 5Y | +64.9% | -40.2% | +105.1% | +89.6% |
| 10Y | +780.4% | +97.3% | +683.0% | +471.4% |
| All | +727.9% | +86.6% | +641.3% | +424.1% |
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