-78.0%
SE vs RACE
+65.0%
-143.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.2% |
| 7D | +2.0% | +5.1% | -3.1% | -1.6% |
| 30D | -20.0% | +7.7% | -27.7% | -24.3% |
| 3M | -31.8% | +2.2% | -33.9% | -33.1% |
| 6M | -15.9% | +23.8% | -39.6% | -29.5% |
| YTD | -40.6% | +13.9% | -54.5% | -47.7% |
| 1Y | -50.7% | +3.8% | -54.5% | -53.3% |
| 3Y | +70.3% | +28.0% | +42.3% | +1.4% |
| All | -78.0% | +65.0% | -143.0% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling