+381.6%
SAN vs RACE
+93.6%
+288.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.1% |
| 7D | +1.8% | -2.5% | +4.3% | +3.0% |
| 30D | +2.0% | +0.8% | +1.2% | +1.5% |
| 3M | +19.7% | +17.2% | +2.6% | +10.9% |
| 6M | +30.6% | +13.6% | +17.0% | +22.3% |
| YTD | +28.8% | +12.2% | +16.6% | +20.5% |
| 1Y | +57.8% | -16.3% | +74.0% | +68.2% |
| 3Y | +338.1% | +36.4% | +301.7% | +231.9% |
| All | +381.6% | +93.6% | +288.0% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling