-4.3%
SM vs RACE
+69.7%
-73.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -19.5% | +0.2% | -19.7% | -19.6% |
| 30D | -20.2% | +6.6% | -26.8% | -21.3% |
| 3M | -6.5% | +2.2% | -8.7% | -7.2% |
| 6M | +1.6% | +22.4% | -20.8% | -4.2% |
| YTD | +61.2% | +13.8% | +47.5% | +53.5% |
| 1Y | +65.4% | +2.2% | +63.1% | +63.6% |
| 3Y | -13.0% | +25.6% | -38.7% | -23.7% |
| 5Y | -4.3% | +71.0% | -75.3% | -18.6% |
| All | -4.3% | +69.7% | -73.9% | -18.6% |
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 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