+257.9%
SAN vs RACE
+26.8%
+231.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.5% | +5.9% |
| 7D | +8.7% | +3.9% | +4.8% | +7.4% |
| 30D | -6.5% | +7.4% | -13.9% | -8.7% |
| 3M | -14.2% | +1.6% | -15.8% | -14.7% |
| 6M | +2.7% | +23.3% | -20.6% | -4.3% |
| YTD | +8.9% | +14.7% | -5.8% | +3.1% |
| 1Y | +23.4% | +2.5% | +20.8% | +20.8% |
| 3Y | +257.9% | +28.0% | +230.0% | +220.0% |
| All | +257.9% | +26.8% | +231.1% | +220.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling