-5.5%
SAP vs RACE
+2.2%
-7.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | +8.8% | +6.6% | +2.2% | +6.8% |
| 3M | +12.1% | +2.2% | +9.9% | +11.3% |
| 6M | +34.6% | +22.4% | +12.2% | +28.1% |
| YTD | -2.1% | +13.8% | -15.9% | -5.6% |
| 1Y | -5.5% | +2.2% | -7.8% | -5.4% |
| All | -5.5% | +2.2% | -7.8% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling