+1.7%
SM vs RACE
+738.3%
-736.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | -22.3% | +3.9% | -26.2% | -23.8% |
| 30D | -21.4% | +7.4% | -28.8% | -24.1% |
| 3M | +1.4% | +1.6% | -0.3% | -0.3% |
| 6M | +0.1% | +23.3% | -23.2% | -11.4% |
| YTD | +59.0% | +14.7% | +44.3% | +42.0% |
| 1Y | +64.3% | +2.5% | +61.8% | +55.4% |
| 3Y | -13.1% | +28.0% | -41.1% | -31.9% |
| 5Y | -13.9% | +69.8% | -83.7% | -44.4% |
| 10Y | +1.7% | +734.9% | -733.2% | -53.9% |
| All | +1.7% | +738.3% | -736.6% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling