+790.1%
RACE vs SPY
+313.2%
+476.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | +17.2% | +2.0% | +15.2% | +15.0% |
| 6M | +13.6% | +13.0% | +0.6% | +1.2% |
| YTD | +12.2% | +13.5% | -1.3% | -0.6% |
| 1Y | -16.3% | +20.0% | -36.2% | -29.8% |
| 3Y | +36.4% | +77.2% | -40.7% | -23.0% |
| 5Y | +95.0% | +81.9% | +13.1% | +7.8% |
| All | +790.1% | +313.2% | +476.9% | +86.7% |
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