+363.5%
SE vs RACE
+282.4%
+81.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.2% |
| 7D | -0.5% | -1.2% | +0.7% | +0.3% |
| 30D | -20.9% | +6.1% | -27.1% | -24.1% |
| 3M | -38.9% | -0.3% | -38.6% | -39.0% |
| 6M | -19.4% | +23.4% | -42.8% | -31.2% |
| YTD | -40.9% | +12.5% | -53.5% | -46.9% |
| 1Y | -46.2% | -0.5% | -45.7% | -47.2% |
| 3Y | +63.7% | +23.6% | +40.1% | +20.7% |
| 5Y | -77.9% | +65.4% | -143.4% | -87.3% |
| All | +363.5% | +282.4% | +81.1% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling