+128.2%
SFM vs RACE
+670.3%
-542.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -4.7% |
| 7D | +7.5% | +5.7% | +1.8% | +6.4% |
| 30D | -20.8% | +9.3% | -30.1% | -22.2% |
| 3M | -39.4% | +3.8% | -43.2% | -39.9% |
| 6M | -34.5% | +29.8% | -64.3% | -37.9% |
| YTD | -35.2% | +15.6% | -50.9% | -37.5% |
| 1Y | -35.3% | +5.1% | -40.4% | -36.4% |
| 3Y | +23.9% | +30.8% | -6.9% | +15.0% |
| 5Y | +113.8% | +67.4% | +46.4% | +86.6% |
| 10Y | +152.0% | +793.6% | -641.7% | +65.7% |
| All | +128.2% | +670.3% | -542.1% | +36.4% |
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 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