+236.6%
SAP vs RACE
+729.2%
-492.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.3% |
| 7D | +0.6% | -1.2% | +1.8% | +1.2% |
| 30D | +6.5% | +6.1% | +0.4% | +3.6% |
| 3M | +12.2% | -0.3% | +12.5% | +12.1% |
| 6M | +46.1% | +23.4% | +22.6% | +31.8% |
| YTD | -1.6% | +12.5% | -14.1% | -8.4% |
| 1Y | -5.1% | -0.5% | -4.6% | -6.5% |
| 3Y | +68.4% | +23.6% | +44.7% | +42.0% |
| 5Y | +79.4% | +65.4% | +14.0% | +27.0% |
| All | +236.6% | +729.2% | -492.6% | +21.3% |
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