+77.3%
SO vs RACE
+67.1%
+10.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.3% |
| 7D | -1.1% | +3.9% | -5.0% | -1.5% |
| 30D | +8.6% | +7.4% | +1.2% | +7.8% |
| 3M | +1.8% | +1.6% | +0.2% | +1.6% |
| 6M | +3.6% | +23.3% | -19.7% | +1.3% |
| YTD | +9.9% | +14.7% | -4.7% | +8.0% |
| 1Y | +5.7% | +2.5% | +3.2% | +5.1% |
| 3Y | +52.5% | +28.0% | +24.5% | +43.6% |
| 5Y | +77.3% | +69.8% | +7.5% | +55.3% |
| All | +77.3% | +67.1% | +10.2% | +55.3% |
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 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