+365.1%
SE vs RACE
+292.9%
+72.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -4.1% |
| 7D | -1.2% | +5.7% | -6.9% | -4.8% |
| 30D | -21.7% | +9.3% | -30.9% | -26.3% |
| 3M | -34.2% | +3.8% | -38.0% | -36.0% |
| 6M | -10.5% | +29.8% | -40.3% | -26.2% |
| YTD | -40.7% | +15.6% | -56.3% | -47.6% |
| 1Y | -52.1% | +5.1% | -57.1% | -54.8% |
| 3Y | +68.9% | +30.8% | +38.1% | +19.2% |
| 5Y | -78.9% | +67.4% | -146.3% | -87.9% |
| All | +365.1% | +292.9% | +72.2% | +60.2% |
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 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