+101.5%
SFM vs RACE
+65.0%
+36.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.4% | -4.6% |
| 7D | -1.2% | +5.1% | -6.3% | -2.1% |
| 30D | -24.8% | +7.7% | -32.5% | -25.8% |
| 3M | -43.7% | +2.2% | -45.9% | -44.0% |
| 6M | -37.3% | +23.8% | -61.0% | -40.0% |
| YTD | -38.4% | +13.9% | -52.3% | -40.3% |
| 1Y | -36.9% | +3.8% | -40.7% | -37.9% |
| 3Y | +20.7% | +28.0% | -7.4% | +11.5% |
| All | +101.5% | +65.0% | +36.4% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling