-4.9%
SHOP vs RACE
+10.6%
-15.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.3% | +3.1% | +4.9% |
| 7D | -9.0% | +9.9% | -18.9% | -14.0% |
| 30D | -4.4% | +12.8% | -17.2% | -10.9% |
| 3M | +24.1% | +7.4% | +16.7% | +18.9% |
| 6M | +20.0% | +27.6% | -7.6% | +4.3% |
| YTD | -4.9% | +18.4% | -23.3% | -19.1% |
| 1Y | -4.9% | +9.5% | -14.4% | -18.0% |
| All | -4.9% | +10.6% | -15.5% | -18.0% |
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