+63.2%
RACE vs SPY
+74.0%
-10.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | -4.0% | +3.3% | -7.3% | -6.9% |
| 30D | +3.5% | -2.7% | +6.2% | +6.1% |
| 3M | -0.4% | -1.7% | +1.3% | +1.1% |
| 6M | +23.2% | +3.1% | +20.1% | +19.5% |
| YTD | +11.0% | +11.9% | -0.9% | -0.3% |
| 1Y | -2.2% | +12.0% | -14.2% | -12.3% |
| 3Y | +22.5% | +78.2% | -55.6% | -32.5% |
| 5Y | +63.2% | +73.2% | -10.1% | -5.0% |
| All | +63.2% | +74.0% | -10.9% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling