+169.2%
SITM vs RACE
+92.4%
+76.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.4% |
| 7D | +8.4% | -1.0% | +9.4% | +9.1% |
| 30D | -17.4% | -1.5% | -15.9% | -16.8% |
| 3M | -9.8% | +15.5% | -25.3% | -20.7% |
| 6M | +83.0% | +17.3% | +65.7% | +57.5% |
| YTD | +69.6% | +11.1% | +58.5% | +49.7% |
| 1Y | +144.9% | -14.3% | +159.2% | +165.1% |
| 3Y | +429.9% | +40.2% | +389.7% | +197.4% |
| 5Y | +169.2% | +92.6% | +76.6% | +2.3% |
| All | +169.2% | +92.4% | +76.7% | +2.3% |
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