+4,437.5%
SITM vs RACE
+155.3%
+4,282.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.7% |
| 7D | +3.7% | -2.6% | +6.3% | +6.0% |
| 30D | -14.5% | -1.1% | -13.4% | -14.1% |
| 3M | -10.6% | +12.5% | -23.1% | -21.2% |
| 6M | +65.5% | +17.4% | +48.1% | +38.6% |
| YTD | +67.0% | +10.1% | +56.9% | +44.9% |
| 1Y | +138.6% | -15.1% | +153.8% | +159.4% |
| 3Y | +421.8% | +38.9% | +382.9% | +194.0% |
| 5Y | +172.4% | +90.7% | +81.8% | +6.1% |
| All | +4,437.5% | +155.3% | +4,282.1% | +1,064.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling