+116.1%
SFM vs RACE
+658.1%
-542.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | -6.9% | +0.2% | -7.1% | -6.9% |
| 30D | -25.0% | +6.6% | -31.6% | -25.9% |
| 3M | -42.7% | +2.2% | -44.9% | -43.1% |
| 6M | -41.0% | +22.4% | -63.4% | -43.4% |
| YTD | -38.7% | +13.8% | -52.5% | -40.6% |
| 1Y | -38.1% | +2.2% | -40.4% | -38.9% |
| 3Y | +19.3% | +25.6% | -6.3% | +11.6% |
| 5Y | +103.1% | +71.0% | +32.1% | +76.6% |
| 10Y | +131.1% | +739.1% | -608.0% | +53.5% |
| All | +116.1% | +658.1% | -542.0% | +29.6% |
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