+74.1%
SAP vs RACE
+67.1%
+7.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +1.6% | +3.9% | -2.3% | 0.0% |
| 30D | +10.5% | +7.4% | +3.1% | +7.1% |
| 3M | +15.2% | +1.6% | +13.6% | +14.2% |
| 6M | +36.7% | +23.3% | +13.4% | +24.3% |
| YTD | -0.6% | +14.7% | -15.2% | -7.6% |
| 1Y | -4.1% | +2.5% | -6.7% | -6.3% |
| 3Y | +73.2% | +28.0% | +45.3% | +41.0% |
| 5Y | +74.1% | +69.8% | +4.3% | +8.2% |
| All | +74.1% | +67.1% | +7.0% | +8.2% |
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 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