+734.0%
RACE vs SPY
+307.0%
+427.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | -1.2% | +2.6% | -3.8% | -3.6% |
| 30D | +6.1% | -2.0% | +8.1% | +8.0% |
| 3M | -0.3% | -2.8% | +2.5% | +2.3% |
| 6M | +23.4% | +2.1% | +21.3% | +20.9% |
| YTD | +12.5% | +11.5% | +1.0% | +1.3% |
| 1Y | -0.5% | +13.5% | -13.9% | -11.9% |
| 3Y | +23.6% | +77.7% | -54.1% | -30.4% |
| 5Y | +65.4% | +72.6% | -7.2% | -3.7% |
| All | +734.0% | +307.0% | +427.0% | +82.2% |
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