-77.1%
SE vs RACE
+69.7%
-146.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -19.4% | +6.6% | -26.0% | -23.1% |
| 3M | -33.1% | +2.2% | -35.3% | -34.4% |
| 6M | -11.4% | +22.4% | -33.8% | -25.1% |
| YTD | -39.8% | +13.8% | -53.6% | -46.9% |
| 1Y | -50.5% | +2.2% | -52.7% | -52.5% |
| 3Y | +68.9% | +25.6% | +43.2% | +3.2% |
| 5Y | -77.1% | +71.0% | -148.1% | -92.3% |
| All | -77.1% | +69.7% | -146.8% | -92.3% |
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 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