+14.5%
SAN vs RACE
-1.0%
+15.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | +4.0% | -1.2% | +5.2% | +4.5% |
| 30D | -7.8% | +6.1% | -14.0% | -9.9% |
| 3M | -16.4% | -0.3% | -16.1% | -16.3% |
| 6M | +3.5% | +23.4% | -19.9% | -4.5% |
| YTD | +6.7% | +12.5% | -5.8% | -1.0% |
| 1Y | +14.5% | -0.5% | +15.0% | +9.7% |
| All | +14.5% | -1.0% | +15.5% | +9.7% |
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