-4.8%
SM vs RACE
+658.9%
-663.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | -25.9% | +5.1% | -31.0% | -28.0% |
| 30D | -15.1% | +7.7% | -22.8% | -18.5% |
| 3M | +4.9% | +2.2% | +2.7% | +2.7% |
| 6M | +6.1% | +23.8% | -17.6% | -7.5% |
| YTD | +63.4% | +13.9% | +49.5% | +44.5% |
| 1Y | +72.5% | +3.8% | +68.7% | +60.3% |
| 3Y | -16.9% | +28.0% | -44.9% | -36.3% |
| 5Y | -10.6% | +64.9% | -75.6% | -43.3% |
| 10Y | +11.3% | +780.4% | -769.1% | -76.8% |
| All | -4.8% | +658.9% | -663.7% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling