-84.3%
SMR vs RACE
+3.3%
-87.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.5% | +17.7% | +17.1% |
| 7D | -9.6% | +5.1% | -14.7% | -12.3% |
| 30D | -33.8% | +7.7% | -41.5% | -36.6% |
| 3M | -46.4% | +2.2% | -48.5% | -47.0% |
| 6M | -62.4% | +23.8% | -86.2% | -66.5% |
| YTD | -64.1% | +13.9% | -78.1% | -66.0% |
| 1Y | -84.3% | +3.8% | -88.1% | -84.6% |
| All | -84.3% | +3.3% | -87.6% | -84.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling