+719.1%
RACE vs SPY
+312.9%
+406.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.8% |
| 7D | +5.1% | -2.7% | +7.8% | +7.8% |
| 30D | +7.7% | -5.4% | +13.1% | +13.4% |
| 3M | +2.2% | -4.1% | +6.3% | +6.2% |
| 6M | +23.8% | +0.7% | +23.0% | +22.9% |
| YTD | +13.9% | +8.7% | +5.2% | +5.2% |
| 1Y | +3.8% | +10.9% | -7.1% | -6.1% |
| 3Y | +28.0% | +75.0% | -47.0% | -26.8% |
| 5Y | +64.9% | +67.8% | -2.9% | -1.2% |
| All | +719.1% | +312.9% | +406.2% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling