+15.5%
SM vs RACE
+729.2%
-713.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | +9.4% | -1.2% | +10.6% | +9.8% |
| 30D | -14.4% | +6.1% | -20.5% | -17.0% |
| 3M | +1.6% | -0.3% | +1.8% | +0.7% |
| 6M | +6.3% | +23.4% | -17.1% | -6.0% |
| YTD | +78.8% | +12.5% | +66.2% | +60.7% |
| 1Y | +83.1% | -0.5% | +83.6% | +75.2% |
| 3Y | -5.9% | +23.6% | -29.5% | -25.1% |
| 5Y | +4.8% | +65.4% | -60.6% | -31.8% |
| All | +15.5% | +729.2% | -713.7% | -48.6% |
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 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