+31.9%
SOLS vs RACE
+7.1%
+24.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.7% | +9.1% | +9.6% |
| 7D | +8.0% | +3.9% | +4.1% | +7.3% |
| 30D | +3.7% | +7.4% | -3.7% | +2.6% |
| 3M | +4.6% | +1.6% | +2.9% | +4.2% |
| 6M | -18.5% | +23.3% | -41.8% | -22.3% |
| YTD | +31.4% | +14.7% | +16.8% | +26.2% |
| 1Y | +34.5% | +2.5% | +31.9% | +32.0% |
| All | +31.9% | +7.1% | +24.8% | +28.0% |
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