+53.8%
SITM vs RACE
-4.6%
+58.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | +0.1% |
| 7D | +32.5% | -4.0% | +36.6% | +33.6% |
| 30D | -18.8% | +3.5% | -22.4% | -19.5% |
| 3M | -30.9% | -0.4% | -30.4% | -30.8% |
| 6M | -44.5% | +23.2% | -67.6% | -47.8% |
| YTD | +33.2% | +11.0% | +22.2% | +26.6% |
| 1Y | +53.8% | -2.2% | +56.1% | +71.5% |
| All | +53.8% | -4.6% | +58.5% | +71.5% |
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