+260.0%
SFM vs RACE
+647.6%
-387.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.2% |
| 7D | -0.1% | -2.5% | +2.4% | +0.4% |
| 30D | -4.4% | +0.8% | -5.1% | -4.6% |
| 3M | +1.5% | +17.2% | -15.6% | -1.6% |
| 6M | +6.5% | +13.6% | -7.1% | +3.5% |
| YTD | +2.2% | +12.2% | -10.0% | -0.7% |
| 1Y | -41.9% | -16.3% | -25.6% | -40.5% |
| 3Y | +106.8% | +36.4% | +70.3% | +90.3% |
| 5Y | +231.6% | +95.0% | +136.6% | +181.7% |
| 10Y | +258.4% | +813.2% | -554.8% | +135.6% |
| All | +260.0% | +647.6% | -387.6% | +116.6% |
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