+244.8%
SOXX vs RACE
+90.9%
+153.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.6% |
| 7D | +3.0% | -2.2% | +5.3% | +4.2% |
| 30D | -3.1% | -0.4% | -2.7% | -3.2% |
| 3M | -4.4% | +17.9% | -22.3% | -13.5% |
| 6M | +52.9% | +19.3% | +33.6% | +36.3% |
| YTD | +72.0% | +11.9% | +60.2% | +57.6% |
| 1Y | +105.1% | -12.7% | +117.8% | +115.3% |
| 3Y | +220.6% | +41.1% | +179.5% | +120.0% |
| 5Y | +244.8% | +94.1% | +150.7% | +79.1% |
| All | +244.8% | +90.9% | +153.9% | +79.1% |
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 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