+66.5%
SM vs RACE
+0.7%
+65.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.5% | +5.6% |
| 7D | +0.3% | -3.9% | +4.2% | -1.9% |
| 30D | -17.3% | +6.8% | -24.1% | -13.9% |
| 3M | -3.6% | +1.3% | -4.9% | -1.9% |
| 6M | +2.9% | +26.3% | -23.4% | +18.0% |
| YTD | +70.2% | +13.8% | +56.4% | +90.2% |
| 1Y | +66.5% | -0.5% | +67.0% | +93.5% |
| All | +66.5% | +0.7% | +65.8% | +93.5% |
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 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