-48.0%
SE vs RACE
-4.6%
-43.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.9% |
| 7D | -1.5% | -4.0% | +2.5% | +0.4% |
| 30D | -22.3% | +3.5% | -25.9% | -23.5% |
| 3M | -41.8% | -0.4% | -41.4% | -41.8% |
| 6M | -22.4% | +23.2% | -45.5% | -29.7% |
| YTD | -41.6% | +11.0% | -52.6% | -45.2% |
| 1Y | -48.0% | -2.2% | -45.8% | -47.8% |
| All | -48.0% | -4.6% | -43.4% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling