-6.3%
SM vs RACE
+36.9%
-43.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.4% |
| 7D | +0.1% | -2.5% | +2.6% | +0.2% |
| 30D | +26.3% | +0.8% | +25.5% | +26.3% |
| 3M | +8.7% | +17.2% | -8.5% | +7.2% |
| 6M | +51.7% | +13.6% | +38.1% | +50.5% |
| YTD | +99.0% | +12.2% | +86.8% | +97.1% |
| 1Y | +34.6% | -16.3% | +50.8% | +44.5% |
| All | -6.3% | +36.9% | -43.2% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling