+259.6%
SAN vs RACE
+738.3%
-478.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.5% | +5.8% |
| 7D | +8.7% | +3.9% | +4.8% | +6.8% |
| 30D | -6.5% | +7.4% | -13.9% | -9.7% |
| 3M | -14.2% | +1.6% | -15.8% | -15.0% |
| 6M | +2.7% | +23.3% | -20.6% | -7.7% |
| YTD | +8.9% | +14.7% | -5.8% | +0.5% |
| 1Y | +23.4% | +2.5% | +20.8% | +20.1% |
| 3Y | +257.9% | +28.0% | +230.0% | +194.5% |
| 5Y | +297.8% | +69.8% | +227.9% | +175.8% |
| 10Y | +259.6% | +734.9% | -475.3% | +12.2% |
| All | +259.6% | +738.3% | -478.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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