+589.4%
SE vs RACE
+281.3%
+308.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.4% |
| 7D | -6.1% | -2.5% | -3.6% | -4.5% |
| 30D | -2.5% | +0.8% | -3.2% | -3.1% |
| 3M | +21.7% | +17.2% | +4.6% | +8.4% |
| 6M | +27.0% | +13.6% | +13.4% | +14.8% |
| YTD | -12.1% | +12.2% | -24.3% | -20.7% |
| 1Y | -40.9% | -16.3% | -24.7% | -35.6% |
| 3Y | +191.0% | +36.4% | +154.6% | +97.0% |
| 5Y | -68.3% | +95.0% | -163.2% | -83.5% |
| All | +589.4% | +281.3% | +308.0% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling