+420.2%
SITM vs RACE
+40.8%
+379.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.5% | +7.3% |
| 7D | +9.7% | -2.5% | +12.2% | +10.8% |
| 30D | +12.7% | +0.8% | +11.9% | +12.2% |
| 3M | -13.4% | +17.2% | -30.6% | -19.8% |
| 6M | +59.6% | +13.6% | +46.0% | +49.3% |
| YTD | +73.3% | +12.2% | +61.1% | +61.5% |
| 1Y | +165.5% | -16.3% | +181.8% | +186.2% |
| All | +420.2% | +40.8% | +379.4% | +271.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling