-33.1%
SITM vs RACE
+23.5%
-56.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -1.5% | +18.9% | +17.5% |
| 7D | -6.7% | +5.1% | -11.8% | -6.9% |
| 30D | -37.3% | +7.7% | -45.0% | -37.5% |
| 3M | -39.4% | +2.2% | -41.5% | -39.0% |
| 6M | -33.1% | +23.8% | -56.9% | -32.7% |
| All | -33.1% | +23.5% | -56.6% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling