-37.2%
SFM vs RACE
+3.0%
-40.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -10.2% | +3.9% | -14.2% | -10.6% |
| 30D | -23.9% | +7.4% | -31.3% | -24.6% |
| 3M | -42.3% | +1.6% | -43.9% | -42.5% |
| 6M | -40.1% | +23.3% | -63.5% | -42.4% |
| YTD | -37.8% | +14.7% | -52.4% | -39.0% |
| All | -37.2% | +3.0% | -40.2% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling