+1,897.2%
SOXX vs RACE
+640.3%
+1,256.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.2% |
| 7D | +5.6% | -1.0% | +6.7% | +6.1% |
| 30D | -2.7% | -1.5% | -1.2% | -2.1% |
| 3M | -7.5% | +15.5% | -23.0% | -15.0% |
| 6M | +63.5% | +17.3% | +46.2% | +47.8% |
| YTD | +75.7% | +11.1% | +64.5% | +62.1% |
| 1Y | +113.3% | -14.3% | +127.6% | +123.6% |
| 3Y | +227.4% | +40.2% | +187.2% | +150.1% |
| 5Y | +256.2% | +92.6% | +163.6% | +126.6% |
| 10Y | +1,512.5% | +786.6% | +725.9% | +462.7% |
| All | +1,897.2% | +640.3% | +1,256.9% | +589.6% |
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