-12.1%
SM vs RACE
+65.0%
-77.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -25.9% | +5.1% | -31.0% | -26.7% |
| 30D | -15.1% | +7.7% | -22.8% | -16.5% |
| 3M | +4.9% | +2.2% | +2.7% | +4.1% |
| 6M | +6.1% | +23.8% | -17.6% | -0.2% |
| YTD | +63.4% | +13.9% | +49.5% | +55.5% |
| 1Y | +72.5% | +3.8% | +68.7% | +69.7% |
| 3Y | -16.9% | +28.0% | -44.9% | -27.9% |
| All | -12.1% | +65.0% | -77.1% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling