+235.8%
SAP vs RACE
+647.6%
-411.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | -2.9% | -2.5% | -0.4% | -1.8% |
| 30D | +9.0% | +0.8% | +8.2% | +8.7% |
| 3M | +14.9% | +17.2% | -2.2% | +7.2% |
| 6M | +11.9% | +13.6% | -1.7% | +5.1% |
| YTD | -9.9% | +12.2% | -22.1% | -15.4% |
| 1Y | -19.5% | -16.3% | -3.3% | -15.0% |
| 3Y | +61.8% | +36.4% | +25.4% | +32.6% |
| 5Y | +56.2% | +95.0% | -38.8% | +6.9% |
| 10Y | +180.6% | +813.2% | -632.6% | +14.8% |
| All | +235.8% | +647.6% | -411.8% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling