+61.9%
SNY vs RACE
+844.0%
-782.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | -3.3% | +0.9% | -4.3% | -3.5% |
| 30D | -2.2% | +1.6% | -3.8% | -2.6% |
| 3M | -3.0% | +13.2% | -16.2% | -6.0% |
| 6M | +2.7% | +22.9% | -20.1% | -2.6% |
| YTD | -6.8% | +13.3% | -20.1% | -10.2% |
| 1Y | -5.3% | -12.7% | +7.4% | -3.4% |
| 3Y | -9.8% | +40.3% | -50.1% | -19.3% |
| 5Y | +9.7% | +96.5% | -86.8% | -12.0% |
| All | +61.9% | +844.0% | -782.1% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling