+83.1%
SM vs RACE
-1.0%
+84.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | +0.7% |
| 7D | +9.4% | -1.2% | +10.6% | +8.7% |
| 30D | -14.4% | +6.1% | -20.5% | -11.1% |
| 3M | +1.6% | -0.3% | +1.8% | +2.5% |
| 6M | +6.3% | +23.4% | -17.1% | +20.7% |
| YTD | +78.8% | +12.5% | +66.2% | +98.9% |
| 1Y | +83.1% | -0.5% | +83.6% | +107.1% |
| All | +83.1% | -1.0% | +84.1% | +107.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling