-10.4%
SM vs RACE
+26.1%
-36.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.5% | +5.6% |
| 7D | +0.3% | -3.9% | +4.2% | +0.4% |
| 30D | -17.3% | +6.8% | -24.1% | -17.5% |
| 3M | -3.6% | +1.3% | -4.9% | -3.6% |
| 6M | +2.9% | +26.3% | -23.4% | +0.5% |
| YTD | +70.2% | +13.8% | +56.4% | +68.4% |
| 1Y | +66.5% | -0.5% | +67.0% | +71.6% |
| All | -10.4% | +26.1% | -36.5% | -13.3% |
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