+739.1%
RACE vs SPY
+304.1%
+435.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +0.2% | -0.6% | +0.8% | +0.7% |
| 30D | +6.6% | -3.7% | +10.3% | +10.4% |
| 3M | +2.2% | -2.7% | +5.0% | +4.8% |
| 6M | +22.4% | +2.2% | +20.2% | +19.8% |
| YTD | +13.8% | +10.8% | +3.0% | +3.1% |
| 1Y | +2.2% | +11.2% | -9.0% | -7.8% |
| 3Y | +25.6% | +76.5% | -50.9% | -28.8% |
| 5Y | +71.0% | +72.9% | -2.0% | -0.6% |
| 10Y | +739.1% | +304.8% | +434.3% | +87.7% |
| All | +739.1% | +304.1% | +435.0% | +87.7% |
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