+4,608.4%
SITM vs RACE
+160.2%
+4,448.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.5% | +8.2% |
| 7D | +9.7% | -2.5% | +12.2% | +12.0% |
| 30D | +12.7% | +0.8% | +11.9% | +11.5% |
| 3M | -13.4% | +17.2% | -30.6% | -26.3% |
| 6M | +59.6% | +13.6% | +46.0% | +38.2% |
| YTD | +73.3% | +12.2% | +61.1% | +47.9% |
| 1Y | +165.5% | -16.3% | +181.8% | +193.0% |
| 3Y | +368.7% | +36.4% | +332.3% | +172.0% |
| 5Y | +172.5% | +95.0% | +77.5% | +4.0% |
| All | +4,608.4% | +160.2% | +4,448.2% | +1,088.5% |
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 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