+142.0%
SFM vs RACE
+738.3%
-596.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -10.2% | +3.9% | -14.2% | -10.9% |
| 30D | -23.9% | +7.4% | -31.3% | -25.0% |
| 3M | -42.3% | +1.6% | -43.9% | -42.6% |
| 6M | -40.1% | +23.3% | -63.5% | -42.8% |
| YTD | -37.8% | +14.7% | -52.4% | -39.9% |
| 1Y | -37.1% | +2.5% | -39.6% | -37.9% |
| 3Y | +21.5% | +28.0% | -6.4% | +12.8% |
| 5Y | +103.8% | +69.8% | +34.0% | +75.9% |
| 10Y | +142.0% | +734.9% | -592.9% | +60.4% |
| All | +142.0% | +738.3% | -596.3% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling