+3,318.8%
SITM vs RACE
+163.9%
+3,155.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.1% |
| 7D | -0.1% | +0.2% | -0.3% | -0.7% |
| 30D | -27.4% | +6.6% | -34.0% | -31.8% |
| 3M | -35.6% | +2.2% | -37.8% | -37.6% |
| 6M | -46.6% | +22.4% | -69.0% | -57.2% |
| YTD | +25.8% | +13.8% | +12.0% | +5.4% |
| 1Y | +38.2% | +2.2% | +36.0% | +28.1% |
| 3Y | +311.5% | +25.6% | +285.9% | +163.1% |
| 5Y | +94.6% | +71.0% | +23.6% | -14.2% |
| All | +3,318.8% | +163.9% | +3,155.0% | +746.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling