+229.3%
SAP vs RACE
+741.5%
-512.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -2.5% | -3.9% | +1.4% | -0.7% |
| 30D | +7.5% | +6.8% | +0.6% | +4.2% |
| 3M | +11.6% | +1.3% | +10.3% | +10.8% |
| 6M | +37.6% | +26.3% | +11.4% | +22.9% |
| YTD | -2.0% | +13.8% | -15.8% | -9.2% |
| 1Y | -6.4% | -0.5% | -5.9% | -7.7% |
| 3Y | +67.7% | +25.6% | +42.1% | +40.4% |
| 5Y | +75.7% | +67.6% | +8.1% | +23.7% |
| 10Y | +229.3% | +724.7% | -495.3% | +17.5% |
| All | +229.3% | +741.5% | -512.2% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling