+78.8%
SE vs RACE
+26.8%
+52.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.7% |
| 7D | +3.3% | +3.9% | -0.6% | +2.0% |
| 30D | -18.2% | +7.4% | -25.6% | -20.0% |
| 3M | -31.3% | +1.6% | -32.9% | -31.7% |
| 6M | -10.1% | +23.3% | -33.4% | -16.3% |
| YTD | -38.9% | +14.7% | -53.5% | -42.1% |
| 1Y | -48.0% | +2.5% | -50.5% | -49.3% |
| 3Y | +78.8% | +28.0% | +50.8% | +92.2% |
| All | +78.8% | +26.8% | +52.0% | +92.2% |
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