+16.9%
SAN vs RACE
+3.3%
+13.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.6% |
| 7D | +4.9% | +5.1% | -0.2% | +3.0% |
| 30D | -13.0% | +7.7% | -20.7% | -15.5% |
| 3M | -18.9% | +2.2% | -21.0% | -19.6% |
| 6M | -4.1% | +23.8% | -27.9% | -11.6% |
| YTD | +2.6% | +13.9% | -11.3% | -5.1% |
| 1Y | +16.9% | +3.8% | +13.2% | +11.7% |
| All | +16.9% | +3.3% | +13.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling