-43.4%
SIRI vs RACE
+92.4%
-135.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +4.3% | -1.0% | +5.3% | +4.6% |
| 30D | -2.8% | -1.5% | -1.3% | -2.4% |
| 3M | +5.9% | +15.5% | -9.6% | +0.9% |
| 6M | +31.9% | +17.3% | +14.6% | +24.7% |
| YTD | +48.7% | +11.1% | +37.5% | +42.6% |
| 1Y | +23.2% | -14.3% | +37.5% | +27.7% |
| 3Y | -23.9% | +40.2% | -64.0% | -32.1% |
| 5Y | -43.4% | +92.6% | -136.0% | -53.3% |
| All | -43.4% | +92.4% | -135.8% | -53.3% |
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