+103.7%
SOXX vs RACE
-13.1%
+116.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.0% |
| 7D | +3.0% | -2.2% | +5.3% | +3.4% |
| 30D | -3.1% | -0.4% | -2.7% | -3.1% |
| 3M | -4.4% | +17.9% | -22.3% | -7.1% |
| 6M | +52.9% | +19.3% | +33.6% | +47.7% |
| YTD | +72.0% | +11.9% | +60.2% | +67.0% |
| All | +103.7% | -13.1% | +116.8% | +102.1% |
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 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