+70.8%
SAP vs RACE
+65.0%
+5.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.5% |
| 7D | -0.7% | +5.1% | -5.8% | -2.8% |
| 30D | +11.1% | +7.7% | +3.4% | +7.6% |
| 3M | +17.0% | +2.2% | +14.9% | +15.8% |
| 6M | +34.8% | +23.8% | +11.1% | +22.5% |
| YTD | -2.2% | +13.9% | -16.1% | -8.8% |
| 1Y | -6.4% | +3.8% | -10.2% | -9.1% |
| 3Y | +75.1% | +28.0% | +47.1% | +42.4% |
| All | +70.8% | +65.0% | +5.8% | +6.8% |
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