+77.2%
SAP vs RACE
+65.1%
+12.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.4% |
| 7D | +4.0% | +5.7% | -1.6% | +1.6% |
| 30D | +15.7% | +9.3% | +6.4% | +11.3% |
| 3M | +23.4% | +3.8% | +19.6% | +21.2% |
| 6M | +41.3% | +29.8% | +11.5% | +25.7% |
| YTD | +2.0% | +15.6% | -13.6% | -5.5% |
| 1Y | -5.1% | +5.1% | -10.2% | -8.3% |
| 3Y | +82.1% | +30.8% | +51.4% | +46.5% |
| 5Y | +77.2% | +67.4% | +9.7% | +10.1% |
| All | +77.2% | +65.1% | +12.1% | +10.1% |
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