+208.5%
SAN vs RACE
+670.3%
-461.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | +3.5% | +5.7% | -2.2% | +0.7% |
| 30D | -13.2% | +9.3% | -22.5% | -17.1% |
| 3M | -16.9% | +3.8% | -20.8% | -18.7% |
| 6M | +2.3% | +29.8% | -27.4% | -11.0% |
| YTD | +4.9% | +15.6% | -10.7% | -4.0% |
| 1Y | +20.4% | +5.1% | +15.4% | +15.5% |
| 3Y | +243.2% | +30.8% | +212.4% | +176.1% |
| 5Y | +275.3% | +67.4% | +207.9% | +158.5% |
| 10Y | +254.0% | +793.6% | -539.6% | -15.2% |
| All | +208.5% | +670.3% | -461.8% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling