+70.3%
SE vs RACE
+28.1%
+42.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +2.0% | +5.1% | -3.1% | +0.4% |
| 30D | -20.0% | +7.7% | -27.7% | -21.9% |
| 3M | -31.8% | +2.2% | -33.9% | -32.3% |
| 6M | -15.9% | +23.8% | -39.6% | -21.7% |
| YTD | -40.6% | +13.9% | -54.5% | -43.6% |
| 1Y | -50.7% | +3.8% | -54.5% | -52.0% |
| 3Y | +70.3% | +28.0% | +42.3% | +85.3% |
| All | +70.3% | +28.1% | +42.2% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling