+44.4%
SITM vs RACE
+10.6%
+33.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.3% | -13.6% | -10.0% |
| 7D | -19.5% | +9.9% | -29.5% | -21.0% |
| 30D | -43.2% | +12.8% | -56.0% | -44.5% |
| 3M | -30.8% | +7.4% | -38.2% | -31.7% |
| 6M | -28.6% | +27.6% | -56.2% | -32.5% |
| YTD | +14.2% | +18.4% | -4.2% | +7.1% |
| 1Y | +44.4% | +9.5% | +34.9% | +41.7% |
| All | +44.4% | +10.6% | +33.8% | +41.7% |
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