-36.3%
SFM vs RACE
-1.0%
-35.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.1% |
| 7D | +6.0% | -1.2% | +7.3% | +6.2% |
| 30D | -19.5% | +6.1% | -25.6% | -20.1% |
| 3M | -37.0% | -0.3% | -36.7% | -37.1% |
| 6M | -41.0% | +23.4% | -64.4% | -43.4% |
| YTD | -34.6% | +12.5% | -47.2% | -35.7% |
| 1Y | -36.3% | -0.5% | -35.8% | -33.3% |
| All | -36.3% | -1.0% | -35.3% | -33.3% |
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 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